+63.8%
DIA vs WDAY
-31.8%
+95.5%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.6% |
| 7D | -3.0% | -10.5% | +7.5% | -1.4% |
| 30D | -3.0% | +2.1% | -5.1% | -3.7% |
| 3M | +4.5% | +34.6% | -30.1% | -1.3% |
| 6M | +9.8% | +29.9% | -20.1% | +3.6% |
| YTD | +9.3% | -13.8% | +23.1% | +11.6% |
| 1Y | +16.0% | -18.3% | +34.2% | +19.4% |
| 3Y | +57.7% | -26.2% | +83.9% | +62.1% |
| 5Y | +63.8% | -30.8% | +94.6% | +65.8% |
| All | +63.8% | -31.8% | +95.5% | +65.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling