-17.2%
F vs WDAY
-33.9%
+16.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.0% | -3.0% | -0.6% |
| 7D | -3.1% | +1.8% | -4.9% | -3.5% |
| 30D | 0.0% | +4.1% | -4.0% | -1.0% |
| 3M | -13.2% | -4.8% | -8.4% | -12.6% |
| 6M | -10.2% | +68.6% | -78.8% | -22.0% |
| YTD | -4.9% | -8.5% | +3.6% | -3.5% |
| 1Y | -6.1% | -12.1% | +6.0% | -3.7% |
| 3Y | +46.0% | -13.2% | +59.2% | +43.5% |
| All | -17.2% | -33.9% | +16.7% | -24.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling