-30.8%
WDAY vs DLTR
+29.9%
-60.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | -10.5% | -9.4% | -1.1% | -8.8% |
| 30D | +2.1% | -7.3% | +9.4% | +3.6% |
| 3M | +34.6% | +7.6% | +27.1% | +33.2% |
| 6M | +29.9% | +1.6% | +28.3% | +29.1% |
| YTD | -13.8% | -3.5% | -10.3% | -13.8% |
| 1Y | -18.3% | +20.0% | -38.3% | -21.5% |
| 3Y | -26.2% | +2.3% | -28.4% | -28.2% |
| 5Y | -30.8% | +31.5% | -62.4% | -27.5% |
| All | -30.8% | +29.9% | -60.7% | -27.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling