-30.6%
WDAY vs DVA
+46.8%
-77.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | -5.2% | -1.3% | -3.8% | -5.1% |
| 30D | +5.9% | 0.0% | +5.9% | +5.9% |
| 3M | +42.3% | -10.9% | +53.2% | +43.0% |
| 6M | +34.7% | +17.3% | +17.4% | +33.6% |
| YTD | -13.5% | +59.8% | -73.3% | -16.8% |
| 1Y | -18.1% | +36.3% | -54.3% | -19.8% |
| 3Y | -26.4% | +88.6% | -115.0% | -31.6% |
| All | -30.6% | +46.8% | -77.5% | -36.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling