-30.9%
WDAY vs DGX
+64.0%
-94.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | 0.0% |
| 7D | -10.5% | -3.5% | -7.1% | -9.6% |
| 30D | +2.1% | -2.7% | +4.8% | +2.9% |
| 3M | +34.6% | +13.9% | +20.8% | +29.5% |
| 6M | +29.9% | +16.0% | +13.9% | +24.0% |
| YTD | -13.8% | +34.9% | -48.8% | -22.3% |
| 1Y | -18.3% | +30.6% | -48.8% | -25.6% |
| 3Y | -26.2% | +93.0% | -119.1% | -43.8% |
| All | -30.9% | +64.0% | -94.9% | -44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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