+296.2%
WDAY vs DAR
+197.3%
+98.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.0% | -2.6% | -3.4% |
| 7D | -2.5% | -9.9% | +7.5% | 0.0% |
| 30D | +4.7% | -16.4% | +21.1% | +9.2% |
| 3M | +13.3% | -17.1% | +30.4% | +18.1% |
| 6M | +57.3% | -20.5% | +77.8% | +64.9% |
| YTD | -10.2% | +39.4% | -49.6% | -19.3% |
| 1Y | -14.1% | +57.2% | -71.3% | -25.4% |
| 3Y | -11.7% | +13.9% | -25.5% | -20.4% |
| 5Y | -33.5% | -40.8% | +7.3% | -29.1% |
| 10Y | +133.1% | +276.2% | -143.2% | +31.4% |
| All | +296.2% | +197.3% | +98.8% | +140.7% |
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