-30.8%
WDAY vs DUK
+38.3%
-69.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.4% |
| 7D | -10.5% | -1.7% | -8.9% | -10.4% |
| 30D | +2.1% | -2.2% | +4.4% | +2.3% |
| 3M | +34.6% | -3.7% | +38.3% | +35.1% |
| 6M | +29.9% | -6.3% | +36.2% | +30.6% |
| YTD | -13.8% | +4.5% | -18.3% | -14.7% |
| 1Y | -18.3% | +1.8% | -20.1% | -18.8% |
| 3Y | -26.2% | +46.8% | -73.0% | -34.5% |
| 5Y | -30.8% | +40.2% | -71.1% | -38.4% |
| All | -30.8% | +38.3% | -69.1% | -38.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling