+1,243.9%
V vs WDAY
+301.5%
+942.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.6% | +3.6% | +1.0% |
| 7D | +2.2% | -2.5% | +4.7% | +2.9% |
| 30D | +13.6% | +4.7% | +8.9% | +12.0% |
| 3M | +14.3% | +13.3% | +1.0% | +9.4% |
| 6M | +33.1% | +57.3% | -24.2% | +14.7% |
| YTD | +21.2% | -10.2% | +31.4% | +20.9% |
| 1Y | +26.4% | -14.1% | +40.5% | +27.4% |
| 3Y | +77.6% | -11.7% | +89.3% | +72.0% |
| 5Y | +102.6% | -33.5% | +136.1% | +105.8% |
| 10Y | +464.4% | +133.1% | +331.4% | +292.5% |
| All | +1,243.9% | +301.5% | +942.5% | +775.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling