-33.5%
WDAY vs DBX
+24.0%
-57.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.1% | +3.0% | +3.0% |
| 7D | +1.8% | -3.3% | +5.1% | +3.9% |
| 30D | +4.1% | -5.9% | +9.9% | +8.1% |
| 3M | -4.8% | -6.7% | +1.8% | -0.9% |
| 6M | +68.6% | +28.0% | +40.6% | +46.8% |
| YTD | -8.5% | +20.6% | -29.1% | -18.1% |
| 1Y | -12.1% | +10.3% | -22.4% | -17.4% |
| 3Y | -13.2% | +24.0% | -37.2% | -30.2% |
| All | -33.5% | +24.0% | -57.5% | -47.5% |
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 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