+314.5%
WDAY vs DOC
+3.5%
+311.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.1% | -1.1% | +1.0% |
| 7D | -1.2% | +8.7% | -10.0% | -3.8% |
| 30D | +6.8% | +7.6% | -0.8% | +4.3% |
| 3M | +17.8% | -5.3% | +23.1% | +19.7% |
| 6M | +57.8% | +27.6% | +30.2% | +44.7% |
| YTD | -6.0% | +32.4% | -38.4% | -15.2% |
| 1Y | -13.5% | +22.9% | -36.4% | -20.1% |
| 3Y | -7.6% | +43.1% | -50.7% | -20.7% |
| 5Y | -30.5% | -21.4% | -9.1% | -27.4% |
| 10Y | +143.9% | +16.8% | +127.0% | +120.6% |
| All | +314.5% | +3.5% | +311.0% | +293.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling