+302.1%
WDAY vs DUK
+232.1%
+70.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.0% | -4.4% | -5.2% |
| 7D | -4.4% | 0.0% | -4.3% | -4.3% |
| 30D | +14.7% | -1.7% | +16.4% | +15.1% |
| 3M | +32.4% | -0.4% | +32.8% | +32.5% |
| 6M | +36.9% | -7.2% | +44.1% | +38.7% |
| YTD | -8.8% | +5.3% | -14.1% | -10.3% |
| 1Y | -15.3% | +3.0% | -18.2% | -16.3% |
| 3Y | -21.2% | +53.1% | -74.3% | -30.4% |
| 5Y | -29.5% | +37.9% | -67.4% | -36.4% |
| 10Y | +120.0% | +124.8% | -4.8% | +79.8% |
| All | +302.1% | +232.1% | +70.0% | +209.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling