-8.3%
WDAY vs DOC
+43.2%
-51.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | +2.4% | +6.2% | -3.8% | +1.6% |
| 30D | +7.3% | +6.5% | +0.8% | +6.4% |
| 3M | +17.3% | -6.2% | +23.5% | +18.0% |
| 6M | +55.3% | +25.6% | +29.7% | +51.8% |
| YTD | -6.8% | +32.1% | -38.9% | -10.0% |
| 1Y | -13.8% | +20.3% | -34.0% | -15.3% |
| All | -8.3% | +43.2% | -51.5% | -11.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling