-16.5%
WDAY vs DOCS
-15.8%
-0.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +6.3% | -4.4% | +0.7% |
| 7D | -1.2% | +1.2% | -2.5% | -1.5% |
| 30D | +6.8% | +21.3% | -14.5% | +2.8% |
| 3M | +17.8% | +58.4% | -40.5% | +7.2% |
| 6M | +57.8% | +39.3% | +18.5% | +46.1% |
| YTD | -6.0% | -21.7% | +15.7% | -4.6% |
| 1Y | -13.5% | -47.3% | +33.8% | -6.8% |
| 3Y | -7.6% | +58.2% | -65.8% | -23.1% |
| 5Y | -30.5% | -52.3% | +21.8% | -35.0% |
| All | -16.5% | -15.8% | -0.7% | -21.5% |
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