+111.5%
WDAY vs A
+247.2%
-135.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | +0.1% |
| 7D | -10.5% | -4.6% | -6.0% | -8.2% |
| 30D | +2.1% | -4.3% | +6.4% | +4.4% |
| 3M | +34.6% | +8.9% | +25.7% | +27.8% |
| 6M | +29.9% | +24.5% | +5.4% | +13.2% |
| YTD | -13.8% | +5.8% | -19.6% | -17.9% |
| 1Y | -18.3% | +16.2% | -34.5% | -26.8% |
| 3Y | -26.2% | +28.5% | -54.6% | -41.5% |
| 5Y | -30.8% | -16.3% | -14.5% | -28.6% |
| All | +111.5% | +247.2% | -135.7% | -8.9% |
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 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