+113.6%
C vs WDAY
-33.9%
+147.5%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.0% | -3.1% | -0.5% |
| 7D | +4.2% | +1.8% | +2.3% | +3.8% |
| 30D | +2.0% | +4.1% | -2.1% | +1.1% |
| 3M | -10.1% | -4.8% | -5.3% | -9.7% |
| 6M | +1.0% | +68.6% | -67.6% | -10.4% |
| YTD | +8.5% | -8.5% | +17.0% | +9.7% |
| 1Y | +25.7% | -12.1% | +37.8% | +28.1% |
| 3Y | +216.0% | -13.2% | +229.2% | +215.4% |
| All | +113.6% | -33.9% | +147.5% | +102.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling