+95.1%
F vs WDAY
+117.6%
-22.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.4% | +6.8% | +2.7% |
| 7D | +5.3% | -4.4% | +9.7% | +6.3% |
| 30D | +4.6% | +14.7% | -10.2% | +0.8% |
| 3M | -3.7% | +32.4% | -36.0% | -10.8% |
| 6M | +16.8% | +36.9% | -20.1% | +6.0% |
| YTD | +15.3% | -8.8% | +24.1% | +15.4% |
| 1Y | +31.0% | -15.3% | +46.3% | +33.3% |
| 3Y | +45.4% | -21.2% | +66.6% | +46.4% |
| 5Y | +54.7% | -29.5% | +84.2% | +53.2% |
| All | +95.1% | +117.6% | -22.5% | +46.2% |
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