+111.5%
WDAY vs DVA
+187.5%
-76.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.4% |
| 7D | -10.5% | -0.2% | -10.4% | -10.5% |
| 30D | +2.1% | +1.7% | +0.4% | +1.8% |
| 3M | +34.6% | -8.7% | +43.3% | +36.0% |
| 6M | +29.9% | +19.7% | +10.2% | +25.4% |
| YTD | -13.8% | +59.6% | -73.4% | -21.4% |
| 1Y | -18.3% | +37.1% | -55.4% | -23.5% |
| 3Y | -26.2% | +89.8% | -115.9% | -36.9% |
| 5Y | -30.8% | +47.4% | -78.2% | -39.2% |
| All | +111.5% | +187.5% | -76.0% | +54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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