-35.3%
WDAY vs DOCU
-68.9%
+33.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.2% | -2.0% | 0.0% |
| 7D | -5.3% | -0.4% | -4.9% | -5.1% |
| 30D | +1.5% | +12.9% | -11.4% | -3.0% |
| 3M | +5.5% | +35.1% | -29.6% | -5.8% |
| 6M | +57.4% | +76.2% | -18.8% | +28.8% |
| YTD | -11.0% | +17.2% | -28.2% | -16.8% |
| 1Y | -15.8% | +16.4% | -32.2% | -21.3% |
| 3Y | -16.9% | +95.6% | -112.5% | -37.5% |
| 5Y | -35.3% | -68.5% | +33.3% | -40.1% |
| All | -35.3% | -68.9% | +33.6% | -40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 DOCU 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