-18.7%
WDAY vs DOCS
-19.0%
+0.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.4% | +2.6% | +3.0% |
| 7D | +1.8% | +2.6% | -0.7% | +1.3% |
| 30D | +4.1% | +11.4% | -7.4% | +1.9% |
| 3M | -4.8% | +25.4% | -30.2% | -9.0% |
| 6M | +68.6% | +42.5% | +26.1% | +55.7% |
| YTD | -8.5% | -24.7% | +16.2% | -6.5% |
| 1Y | -12.1% | -32.9% | +20.8% | -8.6% |
| 3Y | -13.2% | +39.6% | -52.8% | -25.7% |
| 5Y | -33.7% | -54.6% | +20.9% | -37.5% |
| All | -18.7% | -19.0% | +0.3% | -23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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