-15.3%
WDAY vs DOC
+23.9%
-39.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.8% | -3.6% | -5.3% |
| 7D | -4.4% | -1.5% | -2.9% | -4.3% |
| 30D | +14.7% | -4.8% | +19.5% | +14.7% |
| 3M | +32.4% | +6.9% | +25.5% | +33.9% |
| 6M | +36.9% | +20.7% | +16.1% | +40.5% |
| YTD | -8.8% | +34.1% | -43.0% | -8.9% |
| 1Y | -15.3% | +22.6% | -37.9% | -13.2% |
| All | -15.3% | +23.9% | -39.2% | -13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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