-17.1%
WDAY vs DFNS
-99.7%
+82.6%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +12.8% | -13.5% | -1.1% |
| 7D | -4.6% | -37.0% | +32.4% | -3.3% |
| 30D | +1.2% | -63.4% | +64.6% | +4.2% |
| 3M | +2.6% | -94.1% | +96.6% | +11.0% |
| 6M | +47.8% | -96.3% | +144.1% | +53.8% |
| YTD | -12.1% | -99.6% | +87.5% | 0.0% |
| 1Y | -17.1% | -99.7% | +82.6% | -3.3% |
| All | -17.1% | -99.7% | +82.6% | -3.3% |
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