+281.4%
WDAY vs DHI
+691.6%
-410.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | -0.2% |
| 7D | -5.2% | -3.4% | -1.7% | -4.1% |
| 30D | +5.9% | -5.4% | +11.4% | +8.1% |
| 3M | +42.3% | -10.4% | +52.7% | +47.3% |
| 6M | +34.7% | -2.8% | +37.5% | +34.2% |
| YTD | -13.5% | -3.4% | -10.1% | -14.3% |
| 1Y | -18.1% | -22.9% | +4.8% | -12.7% |
| 3Y | -26.4% | +20.7% | -47.1% | -36.7% |
| 5Y | -30.6% | +62.1% | -92.7% | -47.8% |
| 10Y | +112.9% | +410.4% | -297.5% | -0.4% |
| All | +281.4% | +691.6% | -410.2% | +53.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling