+111.5%
WDAY vs DE
+867.0%
-755.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -10.5% | -2.4% | -8.2% | -9.8% |
| 30D | +2.1% | +9.7% | -7.6% | -1.1% |
| 3M | +34.6% | +21.4% | +13.3% | +25.3% |
| 6M | +29.9% | +15.0% | +14.9% | +21.7% |
| YTD | -13.8% | +46.4% | -60.2% | -27.2% |
| 1Y | -18.3% | +45.6% | -63.9% | -30.9% |
| 3Y | -26.2% | +76.8% | -102.9% | -43.2% |
| 5Y | -30.8% | +99.4% | -130.2% | -51.2% |
| All | +111.5% | +867.0% | -755.5% | -26.5% |
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