+262.0%
TER vs WDAY
-21.0%
+283.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -5.4% | +10.9% | +5.0% |
| 7D | +0.6% | -4.4% | +5.0% | +0.3% |
| 30D | -8.3% | +14.7% | -23.0% | -7.2% |
| 3M | -12.2% | +32.4% | -44.6% | -8.5% |
| 6M | +17.1% | +36.9% | -19.8% | +22.1% |
| YTD | +84.7% | -8.8% | +93.5% | +116.0% |
| 1Y | +199.9% | -15.3% | +215.2% | +257.9% |
| All | +262.0% | -21.0% | +283.0% | +321.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling