+131.0%
WDAY vs D
+47.5%
+83.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.3% |
| 7D | -5.3% | -2.4% | -2.9% | -4.8% |
| 30D | +1.5% | +9.0% | -7.4% | -0.1% |
| 3M | +5.5% | +1.0% | +4.5% | +5.2% |
| 6M | +57.4% | +11.0% | +46.4% | +53.9% |
| YTD | -11.0% | +19.8% | -30.8% | -14.7% |
| 1Y | -15.8% | +16.0% | -31.7% | -18.8% |
| 3Y | -16.9% | +74.4% | -91.2% | -29.1% |
| 5Y | -35.3% | +13.5% | -48.8% | -38.1% |
| 10Y | +131.0% | +48.4% | +82.7% | +120.8% |
| All | +131.0% | +47.5% | +83.6% | +120.8% |
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