+1,449.6%
NET vs WDAY
+15.0%
+1,434.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.4% | +3.4% | +2.0% |
| 7D | -7.0% | -4.4% | -2.6% | -4.1% |
| 30D | -4.8% | +14.7% | -19.5% | -15.8% |
| 3M | +3.8% | +32.4% | -28.5% | -20.4% |
| 6M | +50.0% | +36.9% | +13.2% | +9.5% |
| YTD | +41.5% | -8.8% | +50.3% | +41.7% |
| 1Y | +32.8% | -15.3% | +48.1% | +39.0% |
| 3Y | +335.9% | -21.2% | +357.1% | +350.3% |
| 5Y | +113.8% | -29.5% | +143.3% | +145.5% |
| All | +1,449.6% | +15.0% | +1,434.5% | +1,285.2% |
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