-26.2%
WDAY vs DLTR
+1.6%
-27.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.6% | +4.4% | +0.6% |
| 7D | -7.4% | -10.2% | +2.9% | -5.8% |
| 30D | +1.0% | -8.5% | +9.5% | +2.4% |
| 3M | +32.7% | +5.6% | +27.1% | +32.2% |
| 6M | +25.6% | +2.2% | +23.4% | +24.9% |
| YTD | -13.4% | -3.8% | -9.6% | -13.5% |
| 1Y | -19.4% | +22.9% | -42.3% | -21.6% |
| All | -26.2% | +1.6% | -27.8% | -32.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling