+282.6%
WDAY vs DVA
+223.4%
+59.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.1% | -2.7% | -4.5% |
| 7D | -6.1% | +2.2% | -8.3% | -6.4% |
| 30D | +3.7% | -2.0% | +5.7% | +4.0% |
| 3M | +29.6% | -6.3% | +35.8% | +30.6% |
| 6M | +23.3% | +19.4% | +3.9% | +17.9% |
| YTD | -13.3% | +58.5% | -71.8% | -22.6% |
| 1Y | -19.6% | +33.9% | -53.5% | -25.7% |
| 3Y | -25.7% | +88.4% | -114.1% | -38.7% |
| 5Y | -31.6% | +39.5% | -71.1% | -40.8% |
| 10Y | +109.9% | +179.5% | -69.5% | +34.3% |
| All | +282.6% | +223.4% | +59.1% | +167.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling