-31.1%
WDAY vs DKS
+15.5%
-46.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.9% | -0.3% |
| 7D | -7.4% | -2.9% | -4.5% | -6.7% |
| 30D | +1.0% | -37.7% | +38.7% | +12.0% |
| 3M | +32.7% | -38.9% | +71.6% | +47.6% |
| 6M | +25.6% | -31.1% | +56.7% | +34.0% |
| YTD | -13.4% | -31.8% | +18.4% | -7.6% |
| 1Y | -19.4% | -38.0% | +18.7% | -12.2% |
| 3Y | -25.8% | +28.6% | -54.4% | -39.9% |
| 5Y | -31.1% | +12.5% | -43.6% | -50.4% |
| All | -31.1% | +15.5% | -46.6% | -50.4% |
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