-31.1%
WDAY vs DOV
+16.3%
-47.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.6% |
| 7D | -7.4% | +1.3% | -8.7% | -7.9% |
| 30D | +1.0% | -8.6% | +9.7% | +4.6% |
| 3M | +32.7% | -13.1% | +45.8% | +39.2% |
| 6M | +25.6% | -8.8% | +34.4% | +26.7% |
| YTD | -13.4% | -1.2% | -12.1% | -17.0% |
| 1Y | -19.4% | +10.7% | -30.1% | -28.0% |
| 3Y | -25.8% | +39.3% | -65.0% | -44.3% |
| 5Y | -31.1% | +16.4% | -47.5% | -45.7% |
| All | -31.1% | +16.3% | -47.4% | -45.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling