+282.6%
WDAY vs DGX
+382.6%
-100.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.7% | -4.2% | -4.6% |
| 7D | -6.1% | -0.3% | -5.8% | -6.0% |
| 30D | +3.7% | -1.2% | +4.9% | +4.2% |
| 3M | +29.6% | +19.9% | +9.7% | +19.8% |
| 6M | +23.3% | +19.2% | +4.1% | +14.0% |
| YTD | -13.3% | +37.5% | -50.8% | -25.2% |
| 1Y | -19.6% | +31.3% | -50.9% | -29.4% |
| 3Y | -25.7% | +96.6% | -122.3% | -47.0% |
| 5Y | -31.6% | +64.3% | -95.8% | -47.5% |
| 10Y | +109.9% | +241.1% | -131.2% | +6.4% |
| All | +282.6% | +382.6% | -100.0% | +58.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling