-13.5%
WDAY vs DPZ
-14.7%
+1.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.4% | -3.5% | -1.0% |
| 7D | -1.2% | +10.1% | -11.3% | -6.4% |
| 30D | +6.8% | +14.6% | -7.8% | -1.1% |
| 3M | +17.8% | -6.8% | +24.6% | +22.2% |
| 6M | +57.8% | +4.4% | +53.4% | +51.6% |
| YTD | -6.0% | -16.8% | +10.8% | -5.0% |
| 1Y | -13.5% | -14.5% | +0.9% | -16.0% |
| All | -13.5% | -14.7% | +1.1% | -16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ 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 1y: compounded portfolio wealth divided by compounded DPZ 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…
1y analysis · Full analysis span regression · 6 months rolling