+432.0%
DIA vs WDAY
+307.5%
+124.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.4% | +4.8% | +0.4% |
| 7D | -0.2% | -4.4% | +4.2% | +0.6% |
| 30D | -1.5% | +14.7% | -16.3% | -4.4% |
| 3M | +3.8% | +32.4% | -28.6% | -2.6% |
| 6M | +10.3% | +36.9% | -26.6% | +1.9% |
| YTD | +12.1% | -8.8% | +20.9% | +11.9% |
| 1Y | +18.6% | -15.3% | +33.9% | +19.8% |
| 3Y | +60.6% | -21.2% | +81.8% | +61.4% |
| 5Y | +64.4% | -29.5% | +93.9% | +64.3% |
| 10Y | +250.1% | +120.0% | +130.1% | +175.5% |
| All | +432.0% | +307.5% | +124.6% | +298.2% |
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