-35.3%
WDAY vs DOW
-27.6%
-7.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.4% | -2.2% | +0.4% |
| 7D | -5.3% | -0.5% | -4.8% | -5.2% |
| 30D | +1.5% | +15.7% | -14.2% | -2.0% |
| 3M | +5.5% | +5.3% | +0.2% | +3.9% |
| 6M | +57.4% | -14.2% | +71.6% | +62.7% |
| YTD | -11.0% | +43.9% | -54.9% | -21.5% |
| 1Y | -15.8% | +53.1% | -68.8% | -27.4% |
| 3Y | -16.9% | -21.8% | +4.9% | -14.0% |
| 5Y | -35.3% | -28.3% | -6.9% | -30.0% |
| All | -35.3% | -27.6% | -7.7% | -30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 DOW 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