+45.0%
WDAY vs DBX
+20.9%
+24.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -1.2% |
| 7D | -10.5% | -1.8% | -8.7% | -9.7% |
| 30D | +2.1% | +2.8% | -0.7% | +1.1% |
| 3M | +34.6% | +26.8% | +7.9% | +21.3% |
| 6M | +29.9% | +32.8% | -2.9% | +14.2% |
| YTD | -13.8% | +26.1% | -39.9% | -22.2% |
| 1Y | -18.3% | +14.1% | -32.4% | -23.2% |
| 3Y | -26.2% | +25.7% | -51.9% | -36.2% |
| 5Y | -30.8% | +11.2% | -42.0% | -38.6% |
| All | +45.0% | +20.9% | +24.1% | +9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 10y: compounded portfolio wealth divided by compounded DBX 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…
10y analysis · Full analysis span regression · 6 months rolling