-35.1%
WDAY vs DD
+70.0%
-105.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.0% |
| 7D | -4.6% | +2.2% | -6.8% | -5.3% |
| 30D | +1.2% | +20.7% | -19.4% | -4.6% |
| 3M | +2.6% | +11.3% | -8.8% | -1.1% |
| 6M | +47.8% | +6.0% | +41.8% | +44.0% |
| YTD | -12.1% | +31.7% | -43.8% | -22.5% |
| 1Y | -17.1% | +32.2% | -49.4% | -27.2% |
| 3Y | -17.9% | +92.7% | -110.6% | -41.9% |
| 5Y | -35.1% | +72.1% | -107.2% | -53.6% |
| All | -35.1% | +70.0% | -105.1% | -53.6% |
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