-31.0%
WDAY vs DOCS
-54.0%
+23.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.3% | +3.5% | +0.1% |
| 7D | +2.4% | -1.3% | +3.7% | +2.7% |
| 30D | +7.3% | +19.4% | -12.1% | +3.1% |
| 3M | +17.3% | +53.4% | -36.1% | +6.0% |
| 6M | +55.3% | +28.8% | +26.6% | +44.5% |
| YTD | -6.8% | -25.1% | +18.3% | -4.3% |
| 1Y | -13.8% | -48.1% | +34.4% | -5.5% |
| 3Y | -8.4% | +51.4% | -59.7% | -26.8% |
| 5Y | -31.0% | -51.1% | +20.1% | -34.6% |
| All | -31.0% | -54.0% | +23.0% | -34.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling