+606.1%
COST vs WDAY
+114.9%
+491.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | -0.1% | +0.2% |
| 7D | -1.2% | -5.2% | +4.0% | -0.4% |
| 30D | -4.7% | +5.9% | -10.7% | -6.0% |
| 3M | -7.1% | +42.3% | -49.4% | -13.1% |
| 6M | -8.5% | +34.7% | -43.3% | -14.4% |
| YTD | +5.4% | -13.5% | +18.9% | +6.4% |
| 1Y | -5.6% | -18.1% | +12.4% | -4.1% |
| 3Y | +68.5% | -26.4% | +94.9% | +71.2% |
| 5Y | +105.2% | -30.6% | +135.8% | +103.9% |
| All | +606.1% | +114.9% | +491.2% | +507.8% |
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