+71.5%
T vs WDAY
+111.5%
-40.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.9% | +4.5% | +0.1% |
| 7D | -1.5% | -6.1% | +4.6% | -1.0% |
| 30D | +7.6% | +3.7% | +3.9% | +7.1% |
| 3M | +15.3% | +29.6% | -14.3% | +12.1% |
| 6M | -8.5% | +23.3% | -31.8% | -10.9% |
| YTD | +6.8% | -13.3% | +20.0% | +7.4% |
| 1Y | -7.2% | -19.6% | +12.4% | -6.1% |
| 3Y | +108.2% | -25.7% | +133.9% | +109.3% |
| 5Y | +66.1% | -31.6% | +97.6% | +65.1% |
| All | +71.5% | +111.5% | -40.1% | +48.0% |
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 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