+287.9%
WDAY vs D
+130.3%
+157.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | -4.6% | +2.4% | -7.0% | -5.0% |
| 30D | +1.2% | +10.9% | -9.7% | -0.8% |
| 3M | +2.6% | +2.8% | -0.3% | +1.9% |
| 6M | +47.8% | +12.7% | +35.1% | +43.8% |
| YTD | -12.1% | +20.3% | -32.4% | -16.0% |
| 1Y | -17.1% | +17.1% | -34.3% | -20.4% |
| 3Y | -17.9% | +75.1% | -93.0% | -30.0% |
| 5Y | -35.1% | +13.1% | -48.2% | -38.1% |
| 10Y | +130.1% | +48.3% | +81.9% | +102.5% |
| All | +287.9% | +130.3% | +157.7% | +213.5% |
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 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