+69.0%
F vs WDAY
+133.1%
-64.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.5% |
| 7D | -2.1% | -5.3% | +3.1% | -1.0% |
| 30D | +3.3% | +1.5% | +1.8% | +2.8% |
| 3M | -11.3% | +5.5% | -16.8% | -13.0% |
| 6M | +5.3% | +57.4% | -52.1% | -7.1% |
| YTD | -2.2% | -11.0% | +8.8% | -1.8% |
| 1Y | -3.5% | -15.8% | +12.2% | -1.9% |
| 3Y | +49.5% | -16.9% | +66.4% | +48.2% |
| 5Y | -13.5% | -35.3% | +21.7% | -12.9% |
| 10Y | +69.0% | +131.0% | -62.0% | +25.2% |
| All | +69.0% | +133.1% | -64.1% | +25.2% |
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