+131.0%
WDAY vs A
+308.8%
-177.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.5% |
| 7D | -5.3% | -0.1% | -5.2% | -5.4% |
| 30D | +1.5% | +3.3% | -1.7% | -0.6% |
| 3M | +5.5% | +18.5% | -13.1% | -4.7% |
| 6M | +57.4% | +59.3% | -1.9% | +19.2% |
| YTD | -11.0% | +31.0% | -42.0% | -25.1% |
| 1Y | -15.8% | +19.3% | -35.1% | -25.3% |
| 3Y | -16.9% | +66.8% | -83.7% | -43.5% |
| 5Y | -35.3% | +15.5% | -50.7% | -45.0% |
| 10Y | +131.0% | +312.3% | -181.3% | -15.1% |
| All | +131.0% | +308.8% | -177.8% | -15.1% |
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