+303.5%
WDAY vs DG
+218.0%
+85.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.3% | +3.4% | +3.1% |
| 7D | +1.8% | +0.3% | +1.5% | +1.8% |
| 30D | +4.1% | +3.2% | +0.8% | +3.2% |
| 3M | -4.8% | +10.4% | -15.3% | -7.0% |
| 6M | +68.6% | +33.2% | +35.5% | +59.1% |
| YTD | -8.5% | +3.0% | -11.5% | -9.6% |
| 1Y | -12.1% | +31.2% | -43.3% | -17.3% |
| 3Y | -13.2% | +21.8% | -35.0% | -20.9% |
| 5Y | -33.7% | -35.0% | +1.2% | -29.1% |
| 10Y | +137.4% | +106.0% | +31.4% | +92.2% |
| All | +303.5% | +218.0% | +85.5% | +175.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling