-21.8%
WDAY vs DAR
+13.3%
-35.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.9% | -4.5% | -5.3% |
| 7D | -4.4% | +1.4% | -5.7% | -4.5% |
| 30D | +14.7% | +12.8% | +2.0% | +13.6% |
| 3M | +32.4% | +7.4% | +25.0% | +31.3% |
| 6M | +36.9% | +22.3% | +14.6% | +34.2% |
| YTD | -8.8% | +81.1% | -89.9% | -14.3% |
| 1Y | -15.3% | +106.5% | -121.8% | -21.9% |
| All | -21.8% | +13.3% | -35.1% | -24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 3y: compounded portfolio wealth divided by compounded DAR 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…
3y analysis · Full analysis span regression · 6 months rolling