-28.6%
WDAY vs DOC
-24.5%
-4.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.8% | -3.6% | -4.9% |
| 7D | -4.4% | -1.5% | -2.9% | -3.9% |
| 30D | +14.7% | -4.8% | +19.5% | +16.3% |
| 3M | +32.4% | +6.9% | +25.5% | +30.3% |
| 6M | +36.9% | +20.7% | +16.1% | +29.1% |
| YTD | -8.8% | +34.1% | -43.0% | -17.4% |
| 1Y | -15.3% | +22.6% | -37.9% | -20.9% |
| 3Y | -21.2% | +20.8% | -42.0% | -27.0% |
| All | -28.6% | -24.5% | -4.1% | -20.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling