+282.6%
WDAY vs DTE
+322.6%
-40.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.9% | -5.7% | -5.1% |
| 7D | -6.1% | +0.9% | -7.0% | -6.3% |
| 30D | +3.7% | -1.9% | +5.6% | +4.2% |
| 3M | +29.6% | -3.3% | +32.9% | +30.6% |
| 6M | +23.3% | -7.1% | +30.5% | +25.2% |
| YTD | -13.3% | +8.1% | -21.4% | -16.3% |
| 1Y | -19.6% | +5.3% | -24.9% | -21.8% |
| 3Y | -25.7% | +48.2% | -73.8% | -36.4% |
| 5Y | -31.6% | +33.2% | -64.8% | -39.7% |
| 10Y | +109.9% | +137.5% | -27.6% | +54.2% |
| All | +282.6% | +322.6% | -40.0% | +170.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling