+111.5%
WDAY vs DG
+99.2%
+12.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.3% |
| 7D | -10.5% | -6.3% | -4.2% | -9.3% |
| 30D | +2.1% | +2.4% | -0.3% | +1.6% |
| 3M | +34.6% | +12.4% | +22.2% | +31.7% |
| 6M | +29.9% | -14.9% | +44.8% | +33.5% |
| YTD | -13.8% | -6.1% | -7.8% | -13.1% |
| 1Y | -18.3% | +17.9% | -36.1% | -21.2% |
| 3Y | -26.2% | +3.1% | -29.3% | -30.0% |
| 5Y | -30.8% | -38.7% | +7.8% | -23.6% |
| All | +111.5% | +99.2% | +12.3% | +74.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling