+117.3%
WDAY vs DECK
+718.3%
-601.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.6% | -6.9% | -5.8% |
| 7D | -4.4% | -2.2% | -2.1% | -3.8% |
| 30D | +14.7% | -13.6% | +28.3% | +19.8% |
| 3M | +32.4% | -21.2% | +53.6% | +42.1% |
| 6M | +36.9% | -21.1% | +58.0% | +45.3% |
| YTD | -8.8% | -17.2% | +8.4% | -5.5% |
| 1Y | -15.3% | -30.7% | +15.5% | -8.2% |
| 3Y | -21.2% | -3.4% | -17.9% | -29.7% |
| 5Y | -29.5% | +25.5% | -55.1% | -45.1% |
| All | +117.3% | +718.3% | -601.0% | +8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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