+136.8%
WDAY vs DOV
+324.7%
-187.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | +0.3% |
| 7D | -4.8% | +3.4% | -8.2% | -6.3% |
| 30D | +2.5% | +8.8% | -6.3% | -1.7% |
| 3M | +8.8% | +0.9% | +7.8% | +7.7% |
| 6M | +60.7% | -2.8% | +63.6% | +60.0% |
| YTD | -11.2% | +8.1% | -19.3% | -17.9% |
| 1Y | -15.6% | +15.2% | -30.9% | -24.6% |
| 3Y | -17.1% | +64.5% | -81.7% | -40.0% |
| 5Y | -35.7% | +28.9% | -64.6% | -47.9% |
| All | +136.8% | +324.7% | -187.9% | +4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOV.
Daily Out/Under-Performance
Portfolio return minus DOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOV 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 DOV 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