+302.1%
WDAY vs DRI
+584.8%
-282.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.5% | -4.8% | -5.2% |
| 7D | -4.4% | +0.6% | -4.9% | -4.5% |
| 30D | +14.7% | +3.8% | +10.9% | +13.1% |
| 3M | +32.4% | +13.0% | +19.4% | +26.7% |
| 6M | +36.9% | +8.3% | +28.6% | +32.2% |
| YTD | -8.8% | +20.6% | -29.5% | -15.5% |
| 1Y | -15.3% | +6.5% | -21.7% | -18.3% |
| 3Y | -21.2% | +53.7% | -74.9% | -34.3% |
| 5Y | -29.5% | +72.7% | -102.2% | -44.0% |
| 10Y | +120.0% | +363.2% | -243.1% | +14.7% |
| All | +302.1% | +584.8% | -282.6% | +83.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling