-12.1%
WDAY vs DG
+31.9%
-44.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.3% | +3.4% | +3.2% |
| 7D | +1.8% | +0.3% | +1.5% | +1.7% |
| 30D | +4.1% | +3.2% | +0.8% | +2.6% |
| 3M | -4.8% | +10.4% | -15.3% | -8.7% |
| 6M | +68.6% | +33.2% | +35.5% | +55.2% |
| YTD | -8.5% | +3.0% | -11.5% | -12.1% |
| 1Y | -12.1% | +31.2% | -43.3% | -15.7% |
| All | -12.1% | +31.9% | -44.0% | -15.7% |
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