-13.5%
WDAY vs A
+24.4%
-37.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.0% | +1.0% | +1.7% |
| 7D | -1.2% | -2.4% | +1.1% | -0.6% |
| 30D | +6.8% | +3.6% | +3.2% | +5.6% |
| 3M | +17.8% | +27.5% | -9.6% | +8.8% |
| 6M | +57.8% | +58.5% | -0.7% | +35.2% |
| YTD | -6.0% | +31.2% | -37.2% | -12.4% |
| 1Y | -13.5% | +22.2% | -35.7% | -16.8% |
| All | -13.5% | +24.4% | -37.9% | -16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 1y: compounded portfolio wealth divided by compounded A 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…
1y analysis · Full analysis span regression · 6 months rolling