+55.3%
V vs WDAY
-21.0%
+76.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.4% | +4.4% | -0.1% |
| 7D | -1.7% | -4.4% | +2.7% | -1.1% |
| 30D | +2.0% | +14.7% | -12.8% | -0.6% |
| 3M | +17.4% | +32.4% | -15.0% | +11.2% |
| 6M | +17.5% | +36.9% | -19.4% | +10.2% |
| YTD | +7.6% | -8.8% | +16.4% | +8.5% |
| 1Y | +7.7% | -15.3% | +23.0% | +9.9% |
| All | +55.3% | -21.0% | +76.2% | +55.2% |
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