-33.5%
WDAY vs DTE
+46.4%
-80.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.4% | +2.7% | +3.0% |
| 7D | +1.8% | +3.4% | -1.6% | +1.4% |
| 30D | +4.1% | +8.9% | -4.8% | +2.9% |
| 3M | -4.8% | +1.1% | -5.9% | -5.0% |
| 6M | +68.6% | +0.1% | +68.5% | +68.3% |
| YTD | -8.5% | +11.1% | -19.6% | -11.5% |
| 1Y | -12.1% | +4.9% | -17.0% | -13.7% |
| 3Y | -13.2% | +58.6% | -71.8% | -26.4% |
| All | -33.5% | +46.4% | -80.0% | -40.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling