+1,006.2%
TER vs WDAY
+121.2%
+885.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | 0.0% |
| 7D | -8.9% | -4.6% | -4.3% | -7.7% |
| 30D | -39.1% | +1.2% | -40.3% | -39.6% |
| 3M | -32.8% | +2.6% | -35.3% | -34.8% |
| 6M | -31.7% | +47.8% | -79.5% | -44.8% |
| YTD | +26.9% | -12.1% | +39.0% | +23.7% |
| 1Y | +33.6% | -17.1% | +50.7% | +33.3% |
| 3Y | +181.5% | -17.9% | +199.4% | +170.9% |
| 5Y | +76.1% | -35.1% | +111.2% | +83.1% |
| 10Y | +1,006.2% | +130.1% | +876.1% | +574.5% |
| All | +1,006.2% | +121.2% | +885.0% | +574.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling