-31.6%
WDAY vs DLR
+35.6%
-67.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.6% | -5.4% | -5.1% |
| 7D | -6.1% | +3.4% | -9.5% | -7.1% |
| 30D | +3.7% | -2.2% | +5.9% | +4.2% |
| 3M | +29.6% | +4.7% | +24.8% | +26.2% |
| 6M | +23.3% | +9.0% | +14.3% | +17.0% |
| YTD | -13.3% | +24.1% | -37.4% | -22.5% |
| 1Y | -19.6% | +20.9% | -40.6% | -27.8% |
| 3Y | -25.7% | +60.0% | -85.7% | -44.6% |
| 5Y | -31.6% | +35.3% | -66.9% | -46.7% |
| All | -31.6% | +35.6% | -67.2% | -46.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling