-4.0%
WDAY vs DT
+103.5%
-107.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.6% | -3.7% | -4.5% |
| 7D | -4.4% | -3.3% | -1.1% | -2.8% |
| 30D | +14.7% | +2.0% | +12.7% | +13.4% |
| 3M | +32.4% | +20.0% | +12.4% | +20.3% |
| 6M | +36.9% | +39.3% | -2.4% | +15.4% |
| YTD | -8.8% | +19.8% | -28.6% | -17.4% |
| 1Y | -15.3% | +4.3% | -19.6% | -18.0% |
| 3Y | -21.2% | +7.7% | -28.9% | -26.6% |
| 5Y | -29.5% | -26.8% | -2.7% | -26.5% |
| All | -4.0% | +103.5% | -107.5% | -40.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling