+130.1%
WDAY vs DAL
+128.3%
+1.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.8% |
| 7D | -4.6% | +10.7% | -15.3% | -7.1% |
| 30D | +1.2% | +12.5% | -11.3% | -1.9% |
| 3M | +2.6% | +3.6% | -1.1% | +1.3% |
| 6M | +47.8% | +26.7% | +21.0% | +37.9% |
| YTD | -12.1% | +34.3% | -46.3% | -19.8% |
| 1Y | -17.1% | +59.1% | -76.3% | -27.9% |
| 3Y | -17.9% | +179.9% | -197.7% | -41.2% |
| 5Y | -35.1% | +119.1% | -154.2% | -51.8% |
| 10Y | +130.1% | +125.6% | +4.5% | +77.0% |
| All | +130.1% | +128.3% | +1.9% | +77.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DAL.
Daily Out/Under-Performance
Portfolio return minus DAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAL 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 DAL 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