-13.5%
WDAY vs DT
-5.1%
-8.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.3% |
| 7D | -1.2% | -25.5% | +24.3% | +17.4% |
| 30D | +6.8% | -22.3% | +29.1% | +22.9% |
| 3M | +17.8% | +2.3% | +15.5% | +10.0% |
| 6M | +57.8% | +20.7% | +37.1% | +30.4% |
| YTD | -6.0% | +7.9% | -14.0% | -15.5% |
| 1Y | -13.5% | -5.7% | -7.8% | -15.8% |
| All | -13.5% | -5.1% | -8.4% | -15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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