+113.3%
WDAY vs DD
+64.9%
+48.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.5% | +0.7% |
| 7D | -7.4% | -3.8% | -3.6% | -6.3% |
| 30D | +1.0% | -9.2% | +10.2% | +4.1% |
| 3M | +32.7% | -9.0% | +41.7% | +36.2% |
| 6M | +25.6% | -5.0% | +30.5% | +25.5% |
| YTD | -13.4% | +7.4% | -20.8% | -17.6% |
| 1Y | -19.4% | +35.1% | -54.5% | -29.9% |
| 3Y | -25.8% | +43.2% | -69.0% | -38.7% |
| 5Y | -31.1% | +59.6% | -90.7% | -46.1% |
| 10Y | +113.3% | +66.5% | +46.8% | +35.1% |
| All | +113.3% | +64.9% | +48.4% | +35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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