-26.1%
WDAY vs DINO
+98.5%
-124.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.8% | -7.6% | -5.4% |
| 7D | -6.1% | +4.2% | -10.3% | -6.9% |
| 30D | +3.7% | +33.9% | -30.2% | -2.2% |
| 3M | +29.6% | +50.5% | -21.0% | +19.1% |
| 6M | +23.3% | +95.2% | -71.8% | +8.2% |
| YTD | -13.3% | +140.6% | -153.8% | -26.9% |
| 1Y | -19.6% | +119.0% | -138.6% | -31.2% |
| All | -26.1% | +98.5% | -124.6% | -42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DINO.
Daily Out/Under-Performance
Portfolio return minus DINO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DINO 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 3y: compounded portfolio wealth divided by compounded DINO 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…
3y analysis · Full analysis span regression · 6 months rolling