-31.6%
WDAY vs DT
-28.6%
-2.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.1% | -1.8% | -3.1% |
| 7D | -6.1% | -4.9% | -1.2% | -3.4% |
| 30D | +3.7% | +2.7% | +1.0% | +2.1% |
| 3M | +29.6% | +20.0% | +9.6% | +16.4% |
| 6M | +23.3% | +28.0% | -4.7% | +6.7% |
| YTD | -13.3% | +16.0% | -29.3% | -21.1% |
| 1Y | -19.6% | +0.7% | -20.4% | -21.3% |
| 3Y | -25.7% | +6.2% | -31.9% | -31.2% |
| 5Y | -31.6% | -28.1% | -3.4% | -34.0% |
| All | -31.6% | -28.6% | -2.9% | -34.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling