+302.1%
WDAY vs DD
+268.5%
+33.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.4% | -5.7% | -5.5% |
| 7D | -4.4% | -3.5% | -0.8% | -3.2% |
| 30D | +14.7% | -10.3% | +25.1% | +19.0% |
| 3M | +32.4% | -7.5% | +39.9% | +35.5% |
| 6M | +36.9% | -8.0% | +44.9% | +38.5% |
| YTD | -8.8% | +10.5% | -19.3% | -14.4% |
| 1Y | -15.3% | +38.3% | -53.6% | -27.4% |
| 3Y | -21.2% | +42.5% | -63.7% | -35.3% |
| 5Y | -29.5% | +60.2% | -89.7% | -45.5% |
| 10Y | +120.0% | +68.9% | +51.2% | +48.3% |
| All | +302.1% | +268.5% | +33.6% | +119.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling