-23.6%
DIS vs WDAY
-35.8%
+12.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | +0.9% | -4.8% | +5.6% | +2.0% |
| 30D | +8.9% | +2.5% | +6.4% | +8.1% |
| 3M | +14.5% | +8.8% | +5.8% | +11.3% |
| 6M | +12.2% | +60.7% | -48.5% | -3.0% |
| YTD | +4.7% | -11.2% | +16.0% | +6.8% |
| 1Y | +2.8% | -15.6% | +18.4% | +6.3% |
| 3Y | +38.1% | -17.1% | +55.3% | +36.7% |
| 5Y | -23.6% | -35.7% | +12.1% | -21.8% |
| All | -23.6% | -35.8% | +12.2% | -21.8% |
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