-35.2%
WDAY vs DT
-42.7%
+7.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.2% | -2.6% | -2.1% |
| 7D | -4.0% | -20.2% | +16.2% | +7.6% |
| 30D | +1.9% | -30.8% | +32.7% | +23.6% |
| 3M | +5.9% | -10.2% | +16.1% | +10.1% |
| 6M | +48.8% | +8.0% | +40.8% | +38.3% |
| YTD | -11.4% | +1.5% | -12.9% | -15.0% |
| 1Y | -15.5% | -6.9% | -8.6% | -15.0% |
| 3Y | -15.6% | -10.9% | -4.7% | -15.5% |
| 5Y | -35.2% | -42.2% | +7.0% | -25.1% |
| All | -35.2% | -42.7% | +7.5% | -25.1% |
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