+105.9%
T vs WDAY
-21.0%
+126.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.4% | +3.4% | -1.9% |
| 7D | -1.3% | -4.4% | +3.1% | -1.2% |
| 30D | +11.4% | +14.7% | -3.4% | +11.2% |
| 3M | +14.3% | +32.4% | -18.1% | +13.6% |
| 6M | -9.3% | +36.9% | -46.1% | -9.5% |
| YTD | +7.1% | -8.8% | +15.9% | +7.2% |
| 1Y | -9.1% | -15.3% | +6.2% | -9.0% |
| All | +105.9% | -21.0% | +126.9% | +95.2% |
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