-6.2%
WDAY vs DT
+73.5%
-79.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +0.3% |
| 7D | -5.3% | -5.4% | +0.1% | -2.8% |
| 30D | +1.5% | -32.2% | +33.7% | +21.9% |
| 3M | +5.5% | -10.9% | +16.4% | +9.9% |
| 6M | +57.4% | +10.0% | +47.5% | +46.9% |
| YTD | -11.0% | +2.1% | -13.1% | -13.9% |
| 1Y | -15.8% | -5.5% | -10.3% | -15.4% |
| 3Y | -16.9% | -12.4% | -4.5% | -15.4% |
| 5Y | -35.3% | -39.7% | +4.5% | -26.5% |
| All | -6.2% | +73.5% | -79.7% | -37.6% |
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