+247.6%
DIA vs WDAY
+114.9%
+132.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.6% | +0.9% |
| 7D | -1.6% | -5.2% | +3.6% | -0.5% |
| 30D | -2.0% | +5.9% | -8.0% | -3.7% |
| 3M | +3.6% | +42.3% | -38.6% | -4.9% |
| 6M | +11.5% | +34.7% | -23.2% | +2.4% |
| YTD | +10.4% | -13.5% | +23.9% | +11.6% |
| 1Y | +15.6% | -18.1% | +33.6% | +17.9% |
| 3Y | +58.9% | -26.4% | +85.2% | +62.2% |
| 5Y | +65.3% | -30.6% | +95.9% | +66.1% |
| All | +247.6% | +114.9% | +132.7% | +167.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WDAY.
Daily Out/Under-Performance
Portfolio return minus WDAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WDAY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded WDAY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling