+376.8%
V vs WDAY
+109.7%
+267.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.9% | +3.1% | -0.3% |
| 7D | -1.1% | -6.1% | +5.0% | +0.7% |
| 30D | +1.9% | +3.7% | -1.8% | 0.0% |
| 3M | +15.5% | +29.6% | -14.0% | +5.1% |
| 6M | +16.6% | +23.3% | -6.7% | +6.2% |
| YTD | +5.7% | -13.3% | +19.0% | +7.1% |
| 1Y | +8.6% | -19.6% | +28.2% | +12.1% |
| 3Y | +52.5% | -25.7% | +78.2% | +55.7% |
| 5Y | +67.1% | -31.6% | +98.7% | +69.3% |
| 10Y | +376.8% | +109.9% | +266.9% | +209.1% |
| All | +376.8% | +109.7% | +267.1% | +209.1% |
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