+139.8%
DIS vs WDAY
+307.5%
-167.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.4% | +3.7% | -0.5% |
| 7D | -2.6% | -4.4% | +1.8% | -1.6% |
| 30D | +3.5% | +14.7% | -11.3% | -0.3% |
| 3M | +6.8% | +32.4% | -25.5% | -1.1% |
| 6M | +3.0% | +36.9% | -33.9% | -6.6% |
| YTD | -6.7% | -8.8% | +2.1% | -6.9% |
| 1Y | -10.1% | -15.3% | +5.2% | -8.9% |
| 3Y | +33.0% | -21.2% | +54.3% | +33.7% |
| 5Y | -40.0% | -29.5% | -10.5% | -40.1% |
| 10Y | +21.1% | +120.0% | -99.0% | -8.1% |
| All | +139.8% | +307.5% | -167.7% | +61.5% |
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