-31.6%
WDAY vs DG
-37.3%
+5.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.0% | -0.8% | -4.3% |
| 7D | -6.1% | -2.5% | -3.6% | -5.8% |
| 30D | +3.7% | +1.0% | +2.7% | +3.5% |
| 3M | +29.6% | +20.3% | +9.3% | +26.7% |
| 6M | +23.3% | -11.7% | +35.1% | +24.3% |
| YTD | -13.3% | -2.3% | -10.9% | -13.5% |
| 1Y | -19.6% | +20.0% | -39.6% | -21.5% |
| 3Y | -25.7% | +7.2% | -32.9% | -28.0% |
| 5Y | -31.6% | -37.9% | +6.4% | -24.0% |
| All | -31.6% | -37.3% | +5.7% | -24.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling