-19.4%
WDAY vs DFNS
-98.3%
+78.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.6% | +4.5% | 0.0% |
| 7D | -7.4% | +4.6% | -12.0% | -7.5% |
| 30D | +1.0% | -73.9% | +74.9% | +4.5% |
| 3M | +32.7% | -71.7% | +104.4% | +22.2% |
| 6M | +25.6% | -94.6% | +120.2% | +20.7% |
| YTD | -13.4% | -98.1% | +84.7% | -16.1% |
| 1Y | -19.4% | -98.3% | +78.9% | -19.3% |
| All | -19.4% | -98.3% | +78.9% | -19.3% |
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