+1,744.2%
TER vs WDAY
+109.7%
+1,634.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.9% | +9.1% | +5.7% |
| 7D | +11.0% | -6.1% | +17.1% | +12.8% |
| 30D | -1.9% | +3.7% | -5.6% | -4.5% |
| 3M | -0.7% | +29.6% | -30.2% | -13.4% |
| 6M | +36.4% | +23.3% | +13.0% | +17.1% |
| YTD | +92.4% | -13.3% | +105.7% | +90.1% |
| 1Y | +213.5% | -19.6% | +233.2% | +218.5% |
| 3Y | +277.2% | -25.7% | +302.9% | +282.3% |
| 5Y | +219.1% | -31.6% | +250.7% | +225.6% |
| 10Y | +1,744.2% | +109.9% | +1,634.3% | +1,070.7% |
| All | +1,744.2% | +109.7% | +1,634.6% | +1,070.7% |
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 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