+322.4%
NET vs WDAY
-7.6%
+330.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.0% | -4.5% | -3.4% |
| 7D | -16.4% | -1.2% | -15.1% | -16.0% |
| 30D | -25.8% | +6.8% | -32.7% | -28.3% |
| 3M | -11.5% | +17.8% | -29.4% | -19.1% |
| 6M | +18.9% | +57.8% | -38.9% | -7.1% |
| YTD | +35.2% | -6.0% | +41.2% | +35.1% |
| 1Y | +14.5% | -13.5% | +28.0% | +19.1% |
| All | +322.4% | -7.6% | +330.0% | +328.3% |
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