-20.8%
WDAY vs DECK
-3.0%
-17.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.6% | -6.9% | -5.7% |
| 7D | -4.4% | -2.2% | -2.1% | -4.0% |
| 30D | +14.7% | -13.6% | +28.3% | +17.7% |
| 3M | +32.4% | -21.2% | +53.6% | +37.8% |
| 6M | +36.9% | -21.1% | +58.0% | +41.9% |
| YTD | -8.8% | -17.2% | +8.4% | -6.7% |
| 1Y | -15.3% | -30.7% | +15.5% | -10.8% |
| All | -20.8% | -3.0% | -17.8% | -20.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling