+302.1%
WDAY vs DE
+987.1%
-685.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.1% | -5.3% | -5.3% |
| 7D | -4.4% | +10.0% | -14.4% | -7.4% |
| 30D | +14.7% | +13.3% | +1.4% | +9.8% |
| 3M | +32.4% | +17.5% | +14.9% | +24.3% |
| 6M | +36.9% | +13.6% | +23.3% | +28.6% |
| YTD | -8.8% | +49.8% | -58.6% | -23.7% |
| 1Y | -15.3% | +47.9% | -63.2% | -28.9% |
| 3Y | -21.2% | +72.5% | -93.7% | -38.9% |
| 5Y | -29.5% | +90.2% | -119.7% | -49.2% |
| 10Y | +120.0% | +865.4% | -745.3% | -24.4% |
| All | +302.1% | +987.1% | -685.0% | +35.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling