+38.0%
DIS vs WDAY
-15.1%
+53.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | +0.2% |
| 7D | +0.6% | -5.3% | +5.9% | +1.3% |
| 30D | +10.3% | +1.5% | +8.7% | +10.0% |
| 3M | +15.6% | +5.5% | +10.1% | +14.3% |
| 6M | +15.1% | +57.4% | -42.3% | +6.8% |
| YTD | +6.0% | -11.0% | +17.0% | +8.9% |
| 1Y | +5.7% | -15.8% | +21.5% | +9.6% |
| All | +38.0% | -15.1% | +53.1% | +39.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling