+327.1%
NET vs WDAY
-20.6%
+347.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.4% | +3.4% | +0.5% |
| 7D | -7.0% | -4.4% | -2.6% | -5.2% |
| 30D | -4.8% | +14.7% | -19.5% | -11.6% |
| 3M | +3.8% | +32.4% | -28.5% | -11.4% |
| 6M | +50.0% | +36.9% | +13.2% | +24.3% |
| YTD | +41.5% | -8.8% | +50.3% | +44.5% |
| 1Y | +32.8% | -15.3% | +48.1% | +40.2% |
| All | +327.1% | -20.6% | +347.7% | +304.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling