+130.1%
WDAY vs DRI
+343.2%
-213.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | -4.6% | +4.2% | -8.8% | -5.9% |
| 30D | +1.2% | +15.7% | -14.5% | -3.5% |
| 3M | +2.6% | +5.8% | -3.2% | +0.3% |
| 6M | +47.8% | +18.4% | +29.3% | +39.0% |
| YTD | -12.1% | +28.2% | -40.3% | -20.1% |
| 1Y | -17.1% | +35.9% | -53.1% | -26.3% |
| 3Y | -17.9% | +67.7% | -85.6% | -33.4% |
| 5Y | -35.1% | +77.9% | -113.0% | -48.8% |
| 10Y | +130.1% | +338.7% | -208.6% | +36.3% |
| All | +130.1% | +343.2% | -213.1% | +36.3% |
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