+117.3%
WDAY vs DOC
-2.1%
+119.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.8% | -3.6% | -4.8% |
| 7D | -4.4% | -1.5% | -2.9% | -3.9% |
| 30D | +14.7% | -4.8% | +19.5% | +16.6% |
| 3M | +32.4% | +6.9% | +25.5% | +29.6% |
| 6M | +36.9% | +20.7% | +16.1% | +27.2% |
| YTD | -8.8% | +34.1% | -43.0% | -18.6% |
| 1Y | -15.3% | +22.6% | -37.9% | -22.1% |
| 3Y | -21.2% | +20.8% | -42.0% | -28.8% |
| 5Y | -29.5% | -24.9% | -4.6% | -24.4% |
| All | +117.3% | -2.1% | +119.4% | +110.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling