+113.3%
WDAY vs DLR
+168.0%
-54.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | -7.4% | +2.9% | -10.3% | -8.3% |
| 30D | +1.0% | -1.2% | +2.2% | +1.2% |
| 3M | +32.7% | +2.9% | +29.7% | +30.1% |
| 6M | +25.6% | +6.7% | +18.9% | +20.5% |
| YTD | -13.4% | +23.9% | -37.2% | -22.0% |
| 1Y | -19.4% | +18.6% | -38.0% | -26.5% |
| 3Y | -25.8% | +59.7% | -85.4% | -42.1% |
| 5Y | -31.1% | +42.1% | -73.1% | -45.1% |
| 10Y | +113.3% | +176.7% | -63.4% | +33.7% |
| All | +113.3% | +168.0% | -54.7% | +33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 10y: compounded portfolio wealth divided by compounded DLR 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…
10y analysis · Full analysis span regression · 6 months rolling