-17.9%
WDAY vs DT
+0.1%
-18.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.6% |
| 7D | -7.4% | -0.5% | -6.8% | -6.9% |
| 30D | +1.0% | +0.1% | +1.0% | +0.8% |
| 3M | +32.7% | +24.1% | +8.6% | +12.1% |
| 6M | +25.6% | +30.1% | -4.5% | +1.6% |
| YTD | -13.4% | +16.8% | -30.1% | -23.4% |
| All | -17.9% | +0.1% | -18.0% | -23.2% |
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