+112.2%
WDAY vs DTE
+137.8%
-25.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.8% |
| 7D | -5.2% | -2.6% | -2.6% | -4.4% |
| 30D | +5.9% | -4.4% | +10.3% | +7.4% |
| 3M | +42.3% | -8.3% | +50.6% | +46.0% |
| 6M | +34.7% | -8.1% | +42.8% | +37.3% |
| YTD | -13.5% | +4.4% | -18.0% | -16.1% |
| 1Y | -18.1% | +0.2% | -18.2% | -19.4% |
| 3Y | -26.4% | +42.6% | -69.0% | -38.0% |
| 5Y | -30.6% | +31.5% | -62.1% | -40.2% |
| All | +112.2% | +137.8% | -25.6% | +46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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