+199.8%
TER vs WDAY
-15.6%
+215.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -5.4% | +10.8% | +2.9% |
| 7D | +0.6% | -4.4% | +4.9% | -1.3% |
| 30D | -8.3% | +14.7% | -23.0% | -1.1% |
| 3M | -12.2% | +32.4% | -44.6% | +8.3% |
| 6M | +17.0% | +36.9% | -19.9% | +52.2% |
| YTD | +84.6% | -8.8% | +93.4% | +142.2% |
| 1Y | +199.8% | -15.3% | +215.1% | +296.9% |
| All | +199.8% | -15.6% | +215.4% | +296.9% |
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