+302.1%
WDAY vs D
+121.8%
+180.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.4% | -4.0% | -5.1% |
| 7D | -4.4% | +0.4% | -4.8% | -4.4% |
| 30D | +14.7% | -3.6% | +18.3% | +15.6% |
| 3M | +32.4% | -1.0% | +33.4% | +32.5% |
| 6M | +36.9% | +6.3% | +30.6% | +34.6% |
| YTD | -8.8% | +14.7% | -23.6% | -12.0% |
| 1Y | -15.3% | +16.9% | -32.2% | -18.8% |
| 3Y | -21.2% | +56.8% | -78.0% | -31.1% |
| 5Y | -29.5% | +5.2% | -34.7% | -31.7% |
| 10Y | +120.0% | +35.9% | +84.2% | +97.4% |
| All | +302.1% | +121.8% | +180.4% | +227.4% |
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