+0.9%
WDAY vs DFNS
-100.0%
+100.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.0% | +1.6% | -1.4% |
| 7D | -4.0% | -42.8% | +38.8% | -3.8% |
| 30D | +1.9% | -67.6% | +69.5% | +2.3% |
| 3M | +5.9% | -94.9% | +100.7% | +6.9% |
| 6M | +48.8% | -96.7% | +145.5% | +48.1% |
| YTD | -11.4% | -99.6% | +88.2% | -11.9% |
| 1Y | -15.5% | -99.7% | +84.2% | -16.0% |
| 3Y | -15.6% | -100.0% | +84.3% | -17.1% |
| 5Y | -35.2% | -100.0% | +64.8% | -35.2% |
| All | +0.9% | -100.0% | +100.8% | +8.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling