+296.2%
WDAY vs D
+131.1%
+165.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.5% | -2.1% | -3.3% |
| 7D | -2.5% | +3.0% | -5.5% | -3.1% |
| 30D | +4.7% | +11.5% | -6.8% | +2.4% |
| 3M | +13.3% | +3.7% | +9.6% | +12.4% |
| 6M | +57.3% | +13.5% | +43.8% | +52.8% |
| YTD | -10.2% | +20.7% | -30.9% | -14.2% |
| 1Y | -14.1% | +18.2% | -32.3% | -17.7% |
| 3Y | -11.7% | +73.3% | -85.0% | -24.5% |
| 5Y | -33.5% | +12.3% | -45.7% | -36.4% |
| 10Y | +133.1% | +43.4% | +89.7% | +106.8% |
| All | +296.2% | +131.1% | +165.1% | +220.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling