+235.9%
DIA vs WDAY
+121.2%
+114.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.2% |
| 7D | +0.9% | -4.6% | +5.5% | +1.8% |
| 30D | +1.1% | +1.2% | -0.1% | +0.8% |
| 3M | -2.9% | +2.6% | -5.4% | -4.0% |
| 6M | +5.9% | +47.8% | -41.9% | -4.3% |
| YTD | +9.8% | -12.1% | +21.8% | +10.4% |
| 1Y | +11.7% | -17.1% | +28.9% | +13.7% |
| 3Y | +59.5% | -17.9% | +77.4% | +58.8% |
| 5Y | +57.5% | -35.1% | +92.6% | +61.0% |
| 10Y | +235.9% | +130.1% | +105.8% | +156.5% |
| All | +235.9% | +121.2% | +114.7% | +156.5% |
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