-9.8%
T vs WDAY
-12.5%
+2.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.0% | -3.0% | -0.1% |
| 7D | +2.5% | +1.8% | +0.7% | +2.5% |
| 30D | -3.8% | +4.1% | -7.8% | -3.9% |
| 3M | -8.7% | -4.8% | -3.9% | -8.7% |
| 6M | -8.1% | +68.6% | -76.7% | -7.7% |
| YTD | -6.4% | -8.5% | +2.1% | -7.0% |
| 1Y | -9.8% | -12.1% | +2.3% | -10.1% |
| All | -9.8% | -12.5% | +2.7% | -10.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling