+191.2%
TER vs WDAY
-12.7%
+204.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +3.0% | -8.4% | -5.0% |
| 7D | +14.4% | +1.8% | +12.5% | +14.7% |
| 30D | -30.6% | +4.1% | -34.6% | -30.1% |
| 3M | -39.2% | -4.8% | -34.3% | -39.1% |
| 6M | -31.3% | +68.6% | -99.9% | -29.4% |
| YTD | +29.1% | -8.5% | +37.6% | +53.1% |
| 1Y | +47.4% | -12.1% | +59.5% | +76.5% |
| 3Y | +191.2% | -13.2% | +204.4% | +250.5% |
| All | +191.2% | -12.7% | +204.0% | +250.5% |
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 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