+302.1%
WDAY vs DLTR
+211.6%
+90.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.3% | -5.7% | -5.4% |
| 7D | -4.4% | +2.5% | -6.8% | -4.9% |
| 30D | +14.7% | +2.1% | +12.7% | +14.1% |
| 3M | +32.4% | +20.3% | +12.1% | +26.9% |
| 6M | +36.9% | +11.5% | +25.4% | +32.7% |
| YTD | -8.8% | +6.8% | -15.7% | -11.0% |
| 1Y | -15.3% | +31.1% | -46.4% | -21.4% |
| 3Y | -21.2% | +10.7% | -31.9% | -26.5% |
| 5Y | -29.5% | +41.6% | -71.1% | -39.9% |
| 10Y | +120.0% | +58.1% | +61.9% | +69.4% |
| All | +302.1% | +211.6% | +90.5% | +146.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling