-31.6%
WDAY vs DAR
-8.5%
-23.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.9% | -7.8% | -5.4% |
| 7D | -6.1% | -0.9% | -5.2% | -6.0% |
| 30D | +3.7% | +13.0% | -9.3% | +1.3% |
| 3M | +29.6% | +15.0% | +14.6% | +25.7% |
| 6M | +23.3% | +26.8% | -3.5% | +17.2% |
| YTD | -13.3% | +86.4% | -99.7% | -24.0% |
| 1Y | -19.6% | +115.1% | -134.7% | -32.2% |
| 3Y | -25.7% | +14.6% | -40.3% | -28.6% |
| 5Y | -31.6% | -8.8% | -22.8% | -32.8% |
| All | -31.6% | -8.5% | -23.1% | -32.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling