+114.9%
T vs WDAY
+293.1%
-178.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.7% |
| 7D | +2.6% | -4.6% | +7.1% | +3.0% |
| 30D | -1.1% | +1.2% | -2.3% | -1.2% |
| 3M | -7.7% | +2.6% | -10.3% | -8.1% |
| 6M | -10.6% | +47.8% | -58.4% | -13.9% |
| YTD | -7.5% | -12.1% | +4.6% | -7.2% |
| 1Y | -7.4% | -17.1% | +9.7% | -6.8% |
| 3Y | +63.1% | -17.9% | +80.9% | +62.2% |
| 5Y | +55.2% | -35.1% | +90.3% | +55.1% |
| 10Y | +58.8% | +130.1% | -71.3% | +39.5% |
| All | +114.9% | +293.1% | -178.2% | +88.6% |
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