-25.7%
WDAY vs DG
+10.3%
-36.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.0% | -0.8% | -4.5% |
| 7D | -6.1% | -2.5% | -3.6% | -5.9% |
| 30D | +3.7% | +1.0% | +2.7% | +3.6% |
| 3M | +29.6% | +20.3% | +9.3% | +28.5% |
| 6M | +23.3% | -11.7% | +35.1% | +22.4% |
| YTD | -13.3% | -2.3% | -10.9% | -13.8% |
| 1Y | -19.6% | +20.0% | -39.6% | -19.9% |
| 3Y | -25.7% | +7.2% | -32.9% | -29.5% |
| All | -25.7% | +10.3% | -36.0% | -29.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling