+390.2%
C vs WDAY
+296.8%
+93.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | +4.7% | -4.8% | +9.5% | +5.9% |
| 30D | +0.2% | +2.5% | -2.3% | -0.6% |
| 3M | -9.3% | +8.8% | -18.1% | -12.0% |
| 6M | -0.8% | +60.7% | -61.6% | -14.3% |
| YTD | +8.5% | -11.2% | +19.8% | +8.3% |
| 1Y | +23.1% | -15.6% | +38.7% | +24.3% |
| 3Y | +220.8% | -17.1% | +237.9% | +217.6% |
| 5Y | +112.4% | -35.7% | +148.1% | +116.9% |
| 10Y | +217.9% | +130.4% | +87.5% | +117.6% |
| All | +390.2% | +296.8% | +93.4% | +208.5% |
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