-13.2%
WDAY vs DBX
+26.6%
-39.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.1% | +3.0% | +3.0% |
| 7D | +1.8% | -3.3% | +5.1% | +3.6% |
| 30D | +4.1% | -5.9% | +9.9% | +7.6% |
| 3M | -4.8% | -6.7% | +1.8% | -1.3% |
| 6M | +68.6% | +28.0% | +40.6% | +50.9% |
| YTD | -8.5% | +20.6% | -29.1% | -16.8% |
| 1Y | -12.1% | +10.3% | -22.4% | -17.5% |
| 3Y | -13.2% | +24.0% | -37.2% | -25.5% |
| All | -13.2% | +26.6% | -39.8% | -25.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling