-31.6%
WDAY vs DD
+61.7%
-93.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.2% | -4.7% | -4.8% |
| 7D | -6.1% | -0.6% | -5.5% | -5.9% |
| 30D | +3.7% | -7.4% | +11.1% | +6.0% |
| 3M | +29.6% | -6.4% | +36.0% | +31.7% |
| 6M | +23.3% | -2.5% | +25.8% | +22.0% |
| YTD | -13.3% | +10.2% | -23.5% | -18.8% |
| 1Y | -19.6% | +36.9% | -56.6% | -31.4% |
| 3Y | -25.7% | +47.0% | -72.7% | -40.8% |
| 5Y | -31.6% | +63.1% | -94.7% | -48.9% |
| All | -31.6% | +61.7% | -93.3% | -48.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling