+314.5%
WDAY vs DECK
+1,359.2%
-1,044.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +6.0% | -4.0% | +0.4% |
| 7D | -1.2% | +10.4% | -11.6% | -3.9% |
| 30D | +6.8% | +11.1% | -4.3% | +3.7% |
| 3M | +17.8% | -10.8% | +28.6% | +21.3% |
| 6M | +57.8% | -8.7% | +66.6% | +61.0% |
| YTD | -6.0% | -14.0% | +8.0% | -4.0% |
| 1Y | -13.5% | +12.0% | -25.6% | -18.0% |
| 3Y | -7.6% | -10.5% | +2.9% | -12.8% |
| 5Y | -30.5% | +28.5% | -59.0% | -42.9% |
| 10Y | +143.9% | +923.3% | -779.4% | +23.2% |
| All | +314.5% | +1,359.2% | -1,044.7% | +106.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling