+144.0%
WDAY vs DD
+97.1%
+46.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.6% | +3.6% | +3.2% |
| 7D | +1.8% | +5.0% | -3.1% | +0.2% |
| 30D | +4.1% | +19.7% | -15.6% | -2.1% |
| 3M | -4.8% | +7.2% | -12.0% | -7.4% |
| 6M | +68.6% | +1.0% | +67.6% | +66.5% |
| YTD | -8.5% | +29.1% | -37.6% | -18.4% |
| 1Y | -12.1% | +28.5% | -40.6% | -21.5% |
| 3Y | -13.2% | +89.4% | -102.6% | -35.0% |
| 5Y | -33.7% | +67.1% | -100.9% | -48.9% |
| All | +144.0% | +97.1% | +46.8% | +37.8% |
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