-31.0%
WDAY vs DECK
+25.8%
-56.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.4% |
| 7D | +2.4% | +6.0% | -3.6% | +0.7% |
| 30D | +7.3% | +7.4% | -0.1% | +5.0% |
| 3M | +17.3% | -11.7% | +29.0% | +21.2% |
| 6M | +55.3% | -11.0% | +66.3% | +59.7% |
| YTD | -6.8% | -15.4% | +8.6% | -4.3% |
| 1Y | -13.8% | +7.2% | -21.0% | -17.8% |
| 3Y | -8.4% | -11.8% | +3.5% | -19.0% |
| 5Y | -31.0% | +24.3% | -55.3% | -51.4% |
| All | -31.0% | +25.8% | -56.7% | -51.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling