+111.5%
WDAY vs DOV
+296.6%
-185.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | +0.4% |
| 7D | -10.5% | -1.9% | -8.6% | -9.8% |
| 30D | +2.1% | -9.9% | +12.0% | +6.7% |
| 3M | +34.6% | -12.1% | +46.8% | +41.0% |
| 6M | +29.9% | -10.4% | +40.3% | +32.8% |
| YTD | -13.8% | -3.3% | -10.5% | -15.8% |
| 1Y | -18.3% | +7.8% | -26.0% | -24.8% |
| 3Y | -26.2% | +36.3% | -62.5% | -41.0% |
| 5Y | -30.8% | +14.8% | -45.6% | -40.6% |
| All | +111.5% | +296.6% | -185.1% | +7.7% |
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