+370.4%
C vs WDAY
+301.5%
+68.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -18.1% |
| YTD | +4.1% | -10.2% | +14.3% | +3.7% |
| 1Y | +20.5% | -14.1% | +34.6% | +21.1% |
| 3Y | +208.1% | -11.7% | +219.8% | +199.9% |
| 5Y | +110.4% | -33.5% | +143.9% | +113.0% |
| 10Y | +234.6% | +133.1% | +101.5% | +128.2% |
| All | +370.4% | +301.5% | +68.9% | +195.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling