-15.3%
WDAY vs D
+15.7%
-31.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.4% | -4.0% | -5.8% |
| 7D | -4.4% | +0.4% | -4.8% | -4.2% |
| 30D | +14.7% | -3.6% | +18.3% | +13.4% |
| 3M | +32.4% | -1.0% | +33.4% | +32.1% |
| 6M | +36.9% | +6.3% | +30.6% | +39.8% |
| YTD | -8.8% | +14.7% | -23.6% | -3.7% |
| 1Y | -15.3% | +16.9% | -32.2% | -10.1% |
| All | -15.3% | +15.7% | -31.0% | -10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1y: compounded portfolio wealth divided by compounded D 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…
1y analysis · Full analysis span regression · 6 months rolling