-35.1%
WDAY vs DOCS
-49.9%
+14.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.4% |
| 7D | -4.6% | -0.6% | -4.0% | -4.5% |
| 30D | +1.2% | +6.3% | -5.1% | -0.2% |
| 3M | +2.6% | +26.5% | -23.9% | -2.6% |
| 6M | +47.8% | +24.8% | +23.0% | +38.4% |
| YTD | -12.1% | -26.8% | +14.7% | -9.2% |
| 1Y | -17.1% | -38.3% | +21.2% | -11.8% |
| 3Y | -17.9% | +36.0% | -53.9% | -32.4% |
| 5Y | -35.1% | -55.0% | +19.9% | -36.7% |
| All | -35.1% | -49.9% | +14.8% | -36.7% |
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