+1,381.0%
NET vs WDAY
+18.6%
+1,362.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.0% | -4.5% | -4.0% |
| 7D | -16.4% | -1.2% | -15.1% | -15.8% |
| 30D | -25.8% | +6.8% | -32.7% | -29.9% |
| 3M | -11.5% | +17.8% | -29.4% | -24.2% |
| 6M | +18.9% | +57.8% | -38.9% | -22.2% |
| YTD | +35.2% | -6.0% | +41.2% | +30.8% |
| 1Y | +14.5% | -13.5% | +28.0% | +17.8% |
| 3Y | +313.8% | -7.6% | +321.4% | +266.8% |
| 5Y | +32.6% | -30.5% | +63.1% | +50.4% |
| All | +1,381.0% | +18.6% | +1,362.4% | +1,179.1% |
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