-31.1%
WDAY vs DBX
+8.9%
-40.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.3% | -2.4% | -1.6% |
| 7D | -7.4% | +0.3% | -7.6% | -7.4% |
| 30D | +1.0% | 0.0% | +1.0% | +1.5% |
| 3M | +32.7% | +26.1% | +6.6% | +16.9% |
| 6M | +25.6% | +29.4% | -3.8% | +8.6% |
| YTD | -13.4% | +24.4% | -37.8% | -23.3% |
| 1Y | -19.4% | +10.9% | -30.2% | -24.5% |
| 3Y | -25.8% | +24.1% | -49.8% | -39.1% |
| 5Y | -31.1% | +7.8% | -38.8% | -46.3% |
| All | -31.1% | +8.9% | -40.0% | -46.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling