+72.2%
V vs WDAY
-29.2%
+101.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.4% | +4.4% | +0.2% |
| 7D | -1.7% | -4.4% | +2.7% | -0.8% |
| 30D | +2.0% | +14.7% | -12.8% | -1.6% |
| 3M | +17.4% | +32.4% | -15.0% | +9.0% |
| 6M | +17.5% | +36.9% | -19.4% | +7.2% |
| YTD | +7.6% | -8.8% | +16.4% | +8.3% |
| 1Y | +7.7% | -15.3% | +23.0% | +10.1% |
| 3Y | +54.7% | -21.2% | +75.9% | +56.4% |
| All | +72.2% | -29.2% | +101.4% | +75.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling