-8.7%
WDAY vs DT
+98.4%
-107.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.4% |
| 7D | -7.4% | -0.5% | -6.8% | -7.0% |
| 30D | +1.0% | +0.1% | +1.0% | +0.9% |
| 3M | +32.7% | +24.1% | +8.6% | +18.6% |
| 6M | +25.6% | +30.1% | -4.5% | +9.6% |
| YTD | -13.4% | +16.8% | -30.1% | -20.4% |
| 1Y | -19.4% | -0.1% | -19.3% | -20.2% |
| 3Y | -25.8% | +6.8% | -32.6% | -30.5% |
| 5Y | -31.1% | -28.4% | -2.7% | -27.3% |
| All | -8.7% | +98.4% | -107.2% | -42.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling