+282.6%
WDAY vs DLTR
+194.1%
+88.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -5.6% | +0.8% | -3.5% |
| 7D | -6.1% | -5.8% | -0.3% | -4.8% |
| 30D | +3.7% | -5.2% | +8.9% | +5.0% |
| 3M | +29.6% | +15.2% | +14.4% | +25.6% |
| 6M | +23.3% | +7.1% | +16.2% | +20.8% |
| YTD | -13.3% | +0.8% | -14.1% | -14.2% |
| 1Y | -19.6% | +24.8% | -44.4% | -24.6% |
| 3Y | -25.7% | +6.9% | -32.6% | -30.1% |
| 5Y | -31.6% | +33.2% | -64.8% | -40.8% |
| 10Y | +109.9% | +51.6% | +58.4% | +63.2% |
| All | +282.6% | +194.1% | +88.4% | +137.5% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling