+1.6%
WDAY vs DOW
-15.8%
+17.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.0% | -2.3% | -4.6% |
| 7D | -4.4% | -2.4% | -2.0% | -3.8% |
| 30D | +14.7% | +0.4% | +14.4% | +14.4% |
| 3M | +32.4% | -14.4% | +46.8% | +37.4% |
| 6M | +36.9% | -7.0% | +43.9% | +37.4% |
| YTD | -8.8% | +30.2% | -39.0% | -17.7% |
| 1Y | -15.3% | +29.2% | -44.5% | -24.1% |
| 3Y | -21.2% | -36.7% | +15.5% | -14.2% |
| 5Y | -29.5% | -37.7% | +8.2% | -24.0% |
| All | +1.6% | -15.8% | +17.4% | -13.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling