-18.1%
WDAY vs DHI
-21.2%
+3.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | +0.2% |
| 7D | -5.2% | -3.4% | -1.7% | -4.9% |
| 30D | +5.9% | -5.4% | +11.4% | +6.4% |
| 3M | +42.3% | -10.4% | +52.7% | +42.0% |
| 6M | +34.7% | -2.8% | +37.5% | +35.0% |
| YTD | -13.5% | -3.4% | -10.1% | -13.9% |
| 1Y | -18.1% | -22.9% | +4.8% | -18.8% |
| All | -18.1% | -21.2% | +3.1% | -18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 1y: compounded portfolio wealth divided by compounded DHI 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…
1y analysis · Full analysis span regression · 6 months rolling