+144.0%
WDAY vs A
+302.9%
-158.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.5% | +2.5% | +2.8% |
| 7D | +1.8% | -0.5% | +2.3% | +2.0% |
| 30D | +4.1% | 0.0% | +4.1% | +3.7% |
| 3M | -4.8% | +16.7% | -21.5% | -13.4% |
| 6M | +68.6% | +54.8% | +13.8% | +29.7% |
| YTD | -8.5% | +28.8% | -37.3% | -22.3% |
| 1Y | -12.1% | +19.3% | -31.4% | -22.0% |
| 3Y | -13.2% | +65.5% | -78.7% | -40.8% |
| 5Y | -33.7% | +12.1% | -45.8% | -42.7% |
| All | +144.0% | +302.9% | -158.9% | -7.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling