+143.9%
F vs WDAY
+301.5%
-157.5%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.6% | +2.9% | 0.0% |
| 7D | +1.6% | -2.5% | +4.0% | +2.1% |
| 30D | +2.6% | +4.7% | -2.0% | +1.5% |
| 3M | -8.8% | +13.3% | -22.1% | -11.9% |
| 6M | +4.6% | +57.3% | -52.7% | -7.0% |
| YTD | -1.9% | -10.2% | +8.3% | -2.1% |
| 1Y | -0.8% | -14.1% | +13.3% | 0.0% |
| 3Y | +43.5% | -11.7% | +55.1% | +40.1% |
| 5Y | -12.1% | -33.5% | +21.4% | -11.6% |
| 10Y | +83.6% | +133.1% | -49.4% | +37.1% |
| All | +143.9% | +301.5% | -157.5% | +77.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling