-15.6%
WDAY vs DRI
+70.6%
-86.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -2.9% | -1.7% |
| 7D | -4.0% | +3.1% | -7.1% | -4.6% |
| 30D | +1.9% | +16.2% | -14.3% | -0.9% |
| 3M | +5.9% | +8.4% | -2.5% | +4.1% |
| 6M | +48.8% | +19.0% | +29.8% | +43.6% |
| YTD | -11.4% | +28.8% | -40.3% | -16.6% |
| 1Y | -15.5% | +33.1% | -48.7% | -21.2% |
| 3Y | -15.6% | +70.8% | -86.4% | -24.3% |
| All | -15.6% | +70.6% | -86.2% | -24.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling