-31.1%
WDAY vs DINO
+328.2%
-359.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | 0.0% | -0.1% |
| 7D | -7.4% | +2.0% | -9.3% | -7.7% |
| 30D | +1.0% | +27.7% | -26.7% | -3.0% |
| 3M | +32.7% | +56.3% | -23.6% | +23.0% |
| 6M | +25.6% | +107.6% | -82.0% | +11.6% |
| YTD | -13.4% | +140.2% | -153.6% | -25.0% |
| 1Y | -19.4% | +113.0% | -132.3% | -28.9% |
| 3Y | -25.8% | +100.1% | -125.8% | -36.1% |
| 5Y | -31.1% | +328.7% | -359.8% | -45.0% |
| All | -31.1% | +328.2% | -359.3% | -45.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling