+476.5%
V vs WDAY
+129.5%
+347.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -1.0% | -1.2% |
| 7D | -0.4% | -4.8% | +4.4% | +1.0% |
| 30D | +6.3% | +2.5% | +3.8% | +5.4% |
| 3M | +17.2% | +8.8% | +8.4% | +13.1% |
| 6M | +29.2% | +60.7% | -31.5% | +9.0% |
| YTD | +20.8% | -11.2% | +32.0% | +21.2% |
| 1Y | +25.0% | -15.6% | +40.6% | +27.1% |
| 3Y | +75.3% | -17.1% | +92.4% | +72.5% |
| 5Y | +105.8% | -35.7% | +141.5% | +113.5% |
| All | +476.5% | +129.5% | +347.0% | +265.9% |
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 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