-13.5%
WDAY vs DFNS
-99.6%
+86.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -18.3% | +20.3% | +2.6% |
| 7D | -1.2% | -27.7% | +26.4% | -0.3% |
| 30D | +6.8% | -58.0% | +64.8% | +9.6% |
| 3M | +17.8% | -94.0% | +111.8% | +27.7% |
| 6M | +57.8% | -94.6% | +152.4% | +61.1% |
| YTD | -6.0% | -99.4% | +93.4% | +6.7% |
| 1Y | -13.5% | -99.6% | +86.1% | +1.0% |
| All | -13.5% | -99.6% | +86.1% | +1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 1y: compounded portfolio wealth divided by compounded DFNS 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…
1y analysis · Full analysis span regression · 6 months rolling