+112.2%
WDAY vs DUK
+129.4%
-17.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -5.2% | -0.7% | -4.5% | -5.0% |
| 30D | +5.9% | -2.4% | +8.4% | +6.5% |
| 3M | +42.3% | -3.0% | +45.3% | +43.2% |
| 6M | +34.7% | -6.6% | +41.3% | +36.4% |
| YTD | -13.5% | +4.6% | -18.1% | -15.0% |
| 1Y | -18.1% | +1.2% | -19.3% | -18.9% |
| 3Y | -26.4% | +45.7% | -72.0% | -35.5% |
| 5Y | -30.6% | +40.3% | -70.9% | -39.0% |
| All | +112.2% | +129.4% | -17.2% | +68.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DUK.
Daily Out/Under-Performance
Portfolio return minus DUK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUK 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 DUK 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