+423.8%
DIA vs WDAY
+297.8%
+125.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.3% |
| 7D | -1.6% | -5.3% | +3.7% | -0.7% |
| 30D | +1.3% | +1.5% | -0.3% | +0.9% |
| 3M | -2.1% | +5.5% | -7.5% | -3.6% |
| 6M | +6.2% | +57.4% | -51.2% | -4.1% |
| YTD | +10.3% | -11.0% | +21.3% | +10.4% |
| 1Y | +11.0% | -15.8% | +26.8% | +12.1% |
| 3Y | +60.4% | -16.9% | +77.3% | +59.2% |
| 5Y | +59.1% | -35.3% | +94.3% | +61.4% |
| 10Y | +237.1% | +131.0% | +106.0% | +163.3% |
| All | +423.8% | +297.8% | +125.9% | +292.9% |
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