-18.0%
WDAY vs DOCN
+102.5%
-120.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -7.2% | +9.1% | +3.2% |
| 7D | -1.2% | -20.0% | +18.8% | +2.5% |
| 30D | +6.8% | -38.8% | +45.6% | +15.5% |
| 3M | +17.8% | -34.8% | +52.7% | +24.3% |
| 6M | +57.8% | -22.8% | +80.6% | +52.6% |
| YTD | -6.0% | +74.6% | -80.6% | -27.7% |
| 1Y | -13.5% | +116.4% | -130.0% | -37.5% |
| 3Y | -7.6% | +239.3% | -246.9% | -45.3% |
| 5Y | -30.5% | -20.2% | -10.3% | -48.6% |
| All | -18.0% | +102.5% | -120.4% | -49.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling