-21.9%
WDAY vs DD
+47.4%
-69.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.4% | -5.7% | -5.4% |
| 7D | -4.4% | -3.5% | -0.8% | -3.9% |
| 30D | +14.7% | -10.3% | +25.1% | +16.5% |
| 3M | +32.4% | -7.5% | +39.9% | +33.7% |
| 6M | +36.9% | -8.0% | +44.9% | +37.7% |
| YTD | -8.8% | +10.5% | -19.3% | -12.9% |
| 1Y | -15.3% | +38.3% | -53.6% | -24.1% |
| All | -21.9% | +47.4% | -69.3% | -32.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling