+119.3%
WDAY vs DAL
+141.2%
-21.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.8% | -7.2% | -5.8% |
| 7D | -4.4% | +0.1% | -4.5% | -4.4% |
| 30D | +14.7% | -13.9% | +28.7% | +19.0% |
| 3M | +32.4% | +1.1% | +31.3% | +31.4% |
| 6M | +36.9% | +26.2% | +10.6% | +27.2% |
| YTD | -8.8% | +16.4% | -25.3% | -13.6% |
| 1Y | -15.3% | +33.9% | -49.1% | -23.0% |
| 3Y | -21.2% | +93.4% | -114.6% | -37.8% |
| 5Y | -29.5% | +106.4% | -135.9% | -46.9% |
| All | +119.3% | +141.2% | -21.9% | +53.9% |
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