-13.5%
WDAY vs DLTR
+45.2%
-58.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +9.6% | -7.7% | -0.7% |
| 7D | -1.2% | +15.6% | -16.8% | -5.3% |
| 30D | +6.8% | +29.9% | -23.1% | -1.1% |
| 3M | +17.8% | +12.5% | +5.4% | +13.6% |
| 6M | +57.8% | +56.3% | +1.5% | +42.4% |
| YTD | -6.0% | +19.5% | -25.5% | -12.8% |
| 1Y | -13.5% | +44.0% | -57.6% | -24.3% |
| All | -13.5% | +45.2% | -58.8% | -24.3% |
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