+223.5%
C vs WDAY
+128.9%
+94.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.6% | +4.1% | +1.4% |
| 7D | -2.4% | -2.5% | +0.1% | -1.8% |
| 30D | -6.0% | +4.7% | -10.7% | -7.2% |
| 3M | -10.5% | +13.3% | -23.9% | -14.1% |
| 6M | -5.7% | +57.3% | -63.0% | -18.3% |
| YTD | +4.1% | -10.2% | +14.3% | +4.1% |
| 1Y | +20.5% | -14.1% | +34.6% | +21.7% |
| 3Y | +208.1% | -11.7% | +219.8% | +200.2% |
| 5Y | +110.4% | -33.5% | +143.9% | +114.4% |
| All | +223.5% | +128.9% | +94.6% | +128.8% |
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