-20.2%
WDAY vs DOCN
+108.0%
-128.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -4.2% | +7.2% | +3.8% |
| 7D | +1.8% | +19.1% | -17.3% | -1.4% |
| 30D | +4.1% | -21.0% | +25.1% | +7.4% |
| 3M | -4.8% | -34.7% | +29.9% | +0.2% |
| 6M | +68.6% | -45.8% | +114.4% | +79.9% |
| YTD | -8.5% | +79.4% | -87.9% | -30.3% |
| 1Y | -12.1% | +91.0% | -103.1% | -34.2% |
| 3Y | -13.2% | +237.5% | -250.6% | -48.5% |
| 5Y | -33.7% | -30.4% | -3.3% | -50.0% |
| All | -20.2% | +108.0% | -128.2% | -50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 DOCN 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