+303.5%
WDAY vs DTE
+334.1%
-30.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.4% | +2.7% | +2.9% |
| 7D | +1.8% | +3.4% | -1.6% | +0.9% |
| 30D | +4.1% | +8.9% | -4.8% | +1.6% |
| 3M | -4.8% | +1.1% | -5.9% | -5.3% |
| 6M | +68.6% | +0.1% | +68.5% | +67.8% |
| YTD | -8.5% | +11.1% | -19.6% | -12.5% |
| 1Y | -12.1% | +4.9% | -17.0% | -14.4% |
| 3Y | -13.2% | +58.6% | -71.8% | -27.4% |
| 5Y | -33.7% | +47.3% | -81.0% | -43.5% |
| 10Y | +137.4% | +151.3% | -13.9% | +72.4% |
| All | +303.5% | +334.1% | -30.6% | +182.3% |
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 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