+291.5%
WDAY vs DLR
+370.3%
-78.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.7% |
| 7D | -4.8% | +5.0% | -9.8% | -6.3% |
| 30D | +2.5% | +3.0% | -0.5% | +1.2% |
| 3M | +8.8% | -6.3% | +15.0% | +10.4% |
| 6M | +60.7% | -4.8% | +65.5% | +60.7% |
| YTD | -11.2% | +21.0% | -32.3% | -19.3% |
| 1Y | -15.6% | +15.1% | -30.8% | -22.0% |
| 3Y | -17.1% | +56.0% | -73.1% | -33.6% |
| 5Y | -35.7% | +39.1% | -74.8% | -47.5% |
| 10Y | +130.4% | +193.3% | -62.9% | +46.0% |
| All | +291.5% | +370.3% | -78.7% | +108.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling