+125.4%
WDAY vs DECK
+874.1%
-748.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.2% | -2.5% | -3.3% |
| 7D | -2.5% | +5.8% | -8.2% | -4.1% |
| 30D | +4.7% | +7.9% | -3.2% | +2.2% |
| 3M | +13.3% | -11.4% | +24.7% | +17.3% |
| 6M | +57.3% | -16.6% | +73.9% | +65.3% |
| YTD | -10.2% | -16.4% | +6.2% | -7.3% |
| 1Y | -14.1% | +8.6% | -22.7% | -18.5% |
| 3Y | -11.7% | -15.1% | +3.4% | -17.1% |
| 5Y | -33.5% | +22.9% | -56.3% | -47.7% |
| All | +125.4% | +874.1% | -748.7% | +13.1% |
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