-15.3%
WDAY vs A
+21.7%
-36.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.6% | -6.0% | -5.5% |
| 7D | -4.4% | -1.9% | -2.4% | -3.9% |
| 30D | +14.7% | +6.9% | +7.8% | +12.5% |
| 3M | +32.4% | +9.2% | +23.1% | +29.1% |
| 6M | +36.9% | +25.7% | +11.2% | +28.3% |
| YTD | -8.8% | +11.5% | -20.4% | -11.5% |
| 1Y | -15.3% | +18.4% | -33.7% | -12.9% |
| All | -15.3% | +21.7% | -36.9% | -12.9% |
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