-19.4%
WDAY vs DG
+17.9%
-37.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.5% | +0.8% |
| 7D | -7.4% | -4.8% | -2.5% | -5.7% |
| 30D | +1.0% | +1.8% | -0.7% | +0.3% |
| 3M | +32.7% | +14.5% | +18.2% | +28.0% |
| 6M | +25.6% | -13.6% | +39.1% | +26.5% |
| YTD | -13.4% | -4.8% | -8.5% | -13.9% |
| 1Y | -19.4% | +21.6% | -40.9% | -22.8% |
| All | -19.4% | +17.9% | -37.3% | -22.8% |
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