+34.2%
DIS vs WDAY
+128.9%
-94.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.6% | +3.2% | +0.5% |
| 7D | +5.2% | -2.5% | +7.7% | +5.9% |
| 30D | +11.5% | +4.7% | +6.8% | +10.1% |
| 3M | +11.5% | +13.3% | -1.8% | +7.2% |
| 6M | +8.9% | +57.3% | -48.4% | -5.1% |
| YTD | +3.4% | -10.2% | +13.6% | +3.6% |
| 1Y | +7.2% | -14.1% | +21.3% | +8.5% |
| 3Y | +43.3% | -11.7% | +55.0% | +39.3% |
| 5Y | -31.4% | -33.5% | +2.0% | -30.9% |
| All | +34.2% | +128.9% | -94.7% | +4.9% |
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