+123.9%
WDAY vs D
+42.1%
+81.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.3% |
| 7D | -4.0% | +0.8% | -4.8% | -4.1% |
| 30D | +1.9% | +10.7% | -8.8% | 0.0% |
| 3M | +5.9% | +2.3% | +3.6% | +5.4% |
| 6M | +48.8% | +12.5% | +36.3% | +45.0% |
| YTD | -11.4% | +20.1% | -31.5% | -15.2% |
| 1Y | -15.5% | +15.6% | -31.1% | -18.5% |
| 3Y | -15.6% | +75.2% | -90.8% | -28.2% |
| 5Y | -35.2% | +14.6% | -49.8% | -38.2% |
| 10Y | +123.9% | +43.8% | +80.1% | +107.5% |
| All | +123.9% | +42.1% | +81.7% | +107.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling