-25.7%
WDAY vs DOV
+42.3%
-67.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.0% | -5.8% | -5.0% |
| 7D | -6.1% | +2.5% | -8.6% | -6.6% |
| 30D | +3.7% | -7.5% | +11.2% | +5.3% |
| 3M | +29.6% | -9.7% | +39.3% | +31.4% |
| 6M | +23.3% | -6.1% | +29.4% | +22.0% |
| YTD | -13.3% | +0.5% | -13.8% | -17.3% |
| 1Y | -19.6% | +10.5% | -30.2% | -26.9% |
| 3Y | -25.7% | +41.7% | -67.4% | -39.7% |
| All | -25.7% | +42.3% | -67.9% | -39.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling