+291.9%
C vs WDAY
+117.6%
+174.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.4% | +5.1% | +1.0% |
| 7D | +3.6% | -4.4% | +8.0% | +4.7% |
| 30D | +0.1% | +14.7% | -14.7% | -3.9% |
| 3M | +2.4% | +32.4% | -30.0% | -6.1% |
| 6M | +24.9% | +36.9% | -11.9% | +11.9% |
| YTD | +19.8% | -8.8% | +28.6% | +19.7% |
| 1Y | +44.9% | -15.3% | +60.2% | +47.3% |
| 3Y | +263.0% | -21.2% | +284.2% | +266.2% |
| 5Y | +129.5% | -29.5% | +159.0% | +130.3% |
| All | +291.9% | +117.6% | +174.3% | +175.2% |
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