+111.8%
T vs WDAY
+301.5%
-189.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.6% | +2.8% | -0.6% |
| 7D | +1.0% | -2.5% | +3.5% | +1.2% |
| 30D | -10.6% | +4.7% | -15.3% | -11.0% |
| 3M | -7.7% | +13.3% | -21.1% | -8.9% |
| 6M | -13.3% | +57.3% | -70.6% | -17.0% |
| YTD | -8.8% | -10.2% | +1.4% | -8.7% |
| 1Y | -8.4% | -14.1% | +5.7% | -8.0% |
| 3Y | +59.6% | -11.7% | +71.3% | +57.7% |
| 5Y | +52.1% | -33.5% | +85.6% | +51.7% |
| 10Y | +56.9% | +133.1% | -76.2% | +37.6% |
| All | +111.8% | +301.5% | -189.6% | +85.7% |
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