+1,092.6%
V vs WDAY
+307.5%
+785.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.4% | +4.4% | +0.5% |
| 7D | -1.7% | -4.4% | +2.7% | -0.6% |
| 30D | +2.0% | +14.7% | -12.8% | -2.5% |
| 3M | +17.4% | +32.4% | -15.0% | +7.1% |
| 6M | +17.5% | +36.9% | -19.4% | +4.9% |
| YTD | +7.6% | -8.8% | +16.4% | +7.2% |
| 1Y | +7.7% | -15.3% | +23.0% | +9.1% |
| 3Y | +54.7% | -21.2% | +75.9% | +55.1% |
| 5Y | +73.0% | -29.5% | +102.6% | +73.2% |
| 10Y | +390.9% | +120.0% | +270.8% | +245.9% |
| All | +1,092.6% | +307.5% | +785.2% | +675.9% |
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