+422.7%
DIA vs WDAY
+295.9%
+126.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.4% | +3.6% | +2.4% |
| 7D | +0.8% | -4.0% | +4.8% | +1.5% |
| 30D | +1.4% | +1.9% | -0.5% | +1.0% |
| 3M | -2.7% | +5.9% | -8.6% | -4.3% |
| 6M | +6.2% | +48.8% | -42.6% | -3.1% |
| YTD | +10.1% | -11.4% | +21.6% | +10.3% |
| 1Y | +13.0% | -15.5% | +28.5% | +14.1% |
| 3Y | +61.9% | -15.6% | +77.5% | +60.2% |
| 5Y | +57.1% | -35.2% | +92.3% | +59.3% |
| 10Y | +240.9% | +123.9% | +117.0% | +167.5% |
| All | +422.7% | +295.9% | +126.8% | +292.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling