-35.7%
WDAY vs DAL
+106.7%
-142.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.2% | +5.0% | +1.1% |
| 7D | -4.8% | +1.4% | -6.2% | -5.2% |
| 30D | +2.5% | +9.1% | -6.6% | -0.1% |
| 3M | +8.8% | -3.5% | +12.2% | +9.3% |
| 6M | +60.7% | +23.4% | +37.3% | +50.2% |
| YTD | -11.2% | +26.0% | -37.3% | -18.2% |
| 1Y | -15.6% | +44.6% | -60.3% | -25.6% |
| 3Y | -17.1% | +162.7% | -179.8% | -44.2% |
| 5Y | -35.7% | +113.0% | -148.7% | -56.1% |
| All | -35.7% | +106.7% | -142.4% | -56.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling