+220.1%
C vs WDAY
+127.1%
+93.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.4% | +3.8% | +2.8% |
| 7D | -0.9% | -4.0% | +3.1% | 0.0% |
| 30D | -5.4% | +1.9% | -7.3% | -6.0% |
| 3M | -9.2% | +5.9% | -15.0% | -11.3% |
| 6M | -1.8% | +48.8% | -50.6% | -13.7% |
| YTD | +6.7% | -11.4% | +18.1% | +7.0% |
| 1Y | +23.5% | -15.5% | +39.0% | +25.2% |
| 3Y | +219.8% | -15.6% | +235.4% | +215.5% |
| 5Y | +112.4% | -35.2% | +147.6% | +118.0% |
| 10Y | +220.1% | +123.9% | +96.2% | +125.9% |
| All | +220.1% | +127.1% | +93.0% | +125.9% |
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