+302.1%
WDAY vs A
+528.9%
-226.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.6% | -6.0% | -5.7% |
| 7D | -4.4% | -1.9% | -2.4% | -3.4% |
| 30D | +14.7% | +6.9% | +7.8% | +10.4% |
| 3M | +32.4% | +9.2% | +23.1% | +25.2% |
| 6M | +36.9% | +25.7% | +11.2% | +18.1% |
| YTD | -8.8% | +11.5% | -20.4% | -15.9% |
| 1Y | -15.3% | +18.4% | -33.7% | -25.2% |
| 3Y | -21.2% | +26.6% | -47.8% | -36.9% |
| 5Y | -29.5% | -12.8% | -16.7% | -29.3% |
| 10Y | +120.0% | +247.2% | -127.1% | -11.3% |
| All | +302.1% | +528.9% | -226.8% | +40.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling