-35.7%
WDAY vs D
+12.4%
-48.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.2% |
| 7D | -4.8% | -3.1% | -1.7% | -4.5% |
| 30D | +2.5% | +8.4% | -5.9% | +1.7% |
| 3M | +8.8% | +0.2% | +8.5% | +8.7% |
| 6M | +60.7% | +9.5% | +51.3% | +59.0% |
| YTD | -11.2% | +18.8% | -30.0% | -13.4% |
| 1Y | -15.6% | +14.7% | -30.3% | -17.2% |
| 3Y | -17.1% | +72.9% | -90.1% | -27.5% |
| 5Y | -35.7% | +13.1% | -48.8% | -36.9% |
| All | -35.7% | +12.4% | -48.1% | -36.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling