-15.3%
WDAY vs DLTR
+29.2%
-44.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.3% | -5.7% | -5.5% |
| 7D | -4.4% | +2.5% | -6.8% | -5.0% |
| 30D | +14.7% | +2.1% | +12.7% | +14.0% |
| 3M | +32.4% | +20.3% | +12.1% | +27.2% |
| 6M | +36.9% | +11.5% | +25.4% | +32.1% |
| YTD | -8.8% | +6.8% | -15.7% | -11.8% |
| 1Y | -15.3% | +31.1% | -46.4% | -23.5% |
| All | -15.3% | +29.2% | -44.5% | -23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 1y: compounded portfolio wealth divided by compounded DLTR 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…
1y analysis · Full analysis span regression · 6 months rolling