-35.7%
WDAY vs DKS
+25.2%
-60.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.3% | +0.4% |
| 7D | -4.8% | +3.3% | -8.0% | -5.6% |
| 30D | +2.5% | +5.9% | -3.4% | +0.8% |
| 3M | +8.8% | -27.4% | +36.2% | +15.5% |
| 6M | +60.7% | -32.6% | +93.3% | +73.1% |
| YTD | -11.2% | -24.8% | +13.6% | -8.0% |
| 1Y | -15.6% | -32.8% | +17.2% | -9.8% |
| 3Y | -17.1% | +39.1% | -56.2% | -34.6% |
| 5Y | -35.7% | +25.0% | -60.7% | -55.7% |
| All | -35.7% | +25.2% | -60.9% | -55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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