+148.4%
F vs WDAY
+320.1%
-171.6%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.0% | +1.0% | +2.5% |
| 7D | +6.0% | -1.2% | +7.3% | +6.2% |
| 30D | +4.3% | +6.8% | -2.5% | +2.7% |
| 3M | -10.1% | +17.8% | -27.9% | -13.8% |
| 6M | +12.8% | +57.8% | -45.1% | +0.2% |
| YTD | -0.1% | -6.0% | +5.9% | -1.2% |
| 1Y | +3.7% | -13.5% | +17.2% | +4.4% |
| 3Y | +42.7% | -7.6% | +50.3% | +38.0% |
| 5Y | -11.0% | -30.5% | +19.5% | -11.3% |
| 10Y | +87.0% | +143.9% | -56.8% | +38.4% |
| All | +148.4% | +320.1% | -171.6% | +79.0% |
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