+290.7%
WDAY vs DAR
+211.2%
+79.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.7% | -6.1% | -2.6% |
| 7D | -4.0% | -2.8% | -1.2% | -3.4% |
| 30D | +1.9% | -12.8% | +14.8% | +5.2% |
| 3M | +5.9% | -11.6% | +17.5% | +8.6% |
| 6M | +48.8% | -16.8% | +65.6% | +54.2% |
| YTD | -11.4% | +45.9% | -57.4% | -21.3% |
| 1Y | -15.5% | +61.5% | -77.0% | -27.2% |
| 3Y | -15.6% | +23.0% | -38.6% | -25.6% |
| 5Y | -35.2% | -35.8% | +0.7% | -32.5% |
| 10Y | +123.9% | +280.4% | -156.5% | +25.8% |
| All | +290.7% | +211.2% | +79.5% | +134.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling