-20.4%
WDAY vs DOCN
+171.0%
-191.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.8% | -8.2% | -5.9% |
| 7D | -4.4% | +1.1% | -5.5% | -4.6% |
| 30D | +14.7% | -9.6% | +24.4% | +16.1% |
| 3M | +32.4% | -37.7% | +70.1% | +41.8% |
| 6M | +36.9% | +115.2% | -78.3% | +5.1% |
| YTD | -8.8% | +133.7% | -142.6% | -32.3% |
| 1Y | -15.3% | +250.2% | -265.4% | -44.2% |
| 3Y | -21.2% | +320.3% | -341.5% | -54.3% |
| 5Y | -29.5% | +53.1% | -82.6% | -52.7% |
| All | -20.4% | +171.0% | -191.4% | -52.3% |
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