-13.5%
WDAY vs DG
+45.3%
-58.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +8.5% | -6.5% | -1.0% |
| 7D | -1.2% | +12.3% | -13.5% | -5.4% |
| 30D | +6.8% | +19.3% | -12.5% | -0.1% |
| 3M | +17.8% | +11.9% | +6.0% | +12.6% |
| 6M | +57.8% | +25.0% | +32.8% | +45.9% |
| YTD | -6.0% | +8.7% | -14.8% | -11.4% |
| 1Y | -13.5% | +44.7% | -58.2% | -20.1% |
| All | -13.5% | +45.3% | -58.8% | -20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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