+45.9%
WDAY vs DBX
+16.6%
+29.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.9% | -1.9% | -3.4% |
| 7D | -6.1% | -1.3% | -4.8% | -5.4% |
| 30D | +3.7% | -2.9% | +6.6% | +5.7% |
| 3M | +29.6% | +23.8% | +5.7% | +18.2% |
| 6M | +23.3% | +26.2% | -2.9% | +11.2% |
| YTD | -13.3% | +21.6% | -34.9% | -20.2% |
| 1Y | -19.6% | +11.4% | -31.1% | -23.5% |
| 3Y | -25.7% | +21.3% | -46.9% | -34.6% |
| 5Y | -31.6% | +6.7% | -38.2% | -38.0% |
| All | +45.9% | +16.6% | +29.4% | +12.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling