-25.7%
WDAY vs DLR
+57.6%
-83.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.6% | -5.4% | -4.9% |
| 7D | -6.1% | +3.4% | -9.5% | -6.4% |
| 30D | +3.7% | -2.2% | +5.9% | +3.9% |
| 3M | +29.6% | +4.7% | +24.8% | +28.1% |
| 6M | +23.3% | +9.0% | +14.3% | +20.1% |
| YTD | -13.3% | +24.1% | -37.4% | -18.3% |
| 1Y | -19.6% | +20.9% | -40.6% | -24.1% |
| 3Y | -25.7% | +60.0% | -85.7% | -38.1% |
| All | -25.7% | +57.6% | -83.3% | -38.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling