-1.5%
WDAY vs DFNS
-99.9%
+98.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.9% | +0.3% |
| 7D | -5.2% | -6.3% | +1.2% | -5.1% |
| 30D | +5.9% | -74.0% | +79.9% | +6.4% |
| 3M | +42.3% | -70.1% | +112.4% | +40.7% |
| 6M | +34.7% | -93.9% | +128.6% | +33.3% |
| YTD | -13.5% | -98.1% | +84.6% | -14.4% |
| 1Y | -18.1% | -98.3% | +80.2% | -18.9% |
| 3Y | -26.4% | -99.9% | +73.5% | -28.0% |
| 5Y | -30.6% | -99.9% | +69.3% | -31.0% |
| All | -1.5% | -99.9% | +98.3% | +5.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling