+109.9%
WDAY vs DRI
+350.3%
-240.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.8% | -3.0% | -4.3% |
| 7D | -6.1% | -1.2% | -4.9% | -5.7% |
| 30D | +3.7% | -0.4% | +4.1% | +3.6% |
| 3M | +29.6% | +9.5% | +20.1% | +25.4% |
| 6M | +23.3% | +6.5% | +16.9% | +19.9% |
| YTD | -13.3% | +18.4% | -31.7% | -19.0% |
| 1Y | -19.6% | +4.2% | -23.9% | -21.9% |
| 3Y | -25.7% | +57.1% | -82.8% | -38.3% |
| 5Y | -31.6% | +70.4% | -102.0% | -45.2% |
| 10Y | +109.9% | +354.0% | -244.1% | +24.9% |
| All | +109.9% | +350.3% | -240.3% | +24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 10y: compounded portfolio wealth divided by compounded DRI 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…
10y analysis · Full analysis span regression · 6 months rolling