+737.9%
BE vs WDAY
+45.6%
+692.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | +1.2% | +11.8% | +12.5% |
| 7D | +4.5% | -5.3% | +9.8% | +6.7% |
| 30D | -20.1% | +1.5% | -21.7% | -21.1% |
| 3M | -0.8% | +5.5% | -6.3% | -5.5% |
| 6M | -26.2% | +57.4% | -83.7% | -46.0% |
| YTD | +141.1% | -11.0% | +152.1% | +128.6% |
| 1Y | +64.8% | -15.8% | +80.6% | +61.4% |
| 3Y | +1,887.4% | -16.9% | +1,904.3% | +1,670.8% |
| 5Y | +518.1% | -35.3% | +553.3% | +543.6% |
| All | +737.9% | +45.6% | +692.3% | +497.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WDAY.
Daily Out/Under-Performance
Portfolio return minus WDAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WDAY 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 WDAY 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