+454.5%
V vs WDAY
+121.2%
+333.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.4% |
| 7D | +0.6% | -4.6% | +5.2% | +2.0% |
| 30D | +9.7% | +1.2% | +8.5% | +9.2% |
| 3M | +17.3% | +2.6% | +14.7% | +15.2% |
| 6M | +33.2% | +47.8% | -14.6% | +15.2% |
| YTD | +21.3% | -12.1% | +33.4% | +22.0% |
| 1Y | +27.3% | -17.1% | +44.5% | +30.2% |
| 3Y | +76.1% | -17.9% | +94.0% | +73.7% |
| 5Y | +103.5% | -35.1% | +138.5% | +110.1% |
| 10Y | +454.5% | +130.1% | +324.3% | +249.6% |
| All | +454.5% | +121.2% | +333.2% | +249.6% |
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