+144.0%
WDAY vs DE
+762.0%
-618.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.8% | +3.8% | +3.3% |
| 7D | +1.8% | +0.3% | +1.6% | +1.7% |
| 30D | +4.1% | +3.6% | +0.5% | +2.8% |
| 3M | -4.8% | +10.2% | -15.1% | -8.1% |
| 6M | +68.6% | +16.6% | +52.1% | +58.4% |
| YTD | -8.5% | +45.8% | -54.4% | -22.8% |
| 1Y | -12.1% | +43.9% | -56.0% | -25.4% |
| 3Y | -13.2% | +89.6% | -102.8% | -35.2% |
| 5Y | -33.7% | +100.3% | -134.1% | -53.2% |
| All | +144.0% | +762.0% | -618.0% | -8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 10y: compounded portfolio wealth divided by compounded DE 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…
10y analysis · Full analysis span regression · 6 months rolling