-12.1%
WDAY vs DD
+27.9%
-40.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.6% | +3.6% | +3.0% |
| 7D | +1.8% | +5.0% | -3.1% | +2.6% |
| 30D | +4.1% | +19.7% | -15.6% | +7.1% |
| 3M | -4.8% | +7.2% | -12.0% | -3.8% |
| 6M | +68.6% | +1.0% | +67.6% | +68.9% |
| YTD | -8.5% | +29.1% | -37.6% | -13.3% |
| 1Y | -12.1% | +28.5% | -40.6% | -16.4% |
| All | -12.1% | +27.9% | -40.0% | -16.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling