+287.9%
WDAY vs A
+642.6%
-354.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | 0.0% |
| 7D | -4.6% | +1.4% | -6.0% | -5.4% |
| 30D | +1.2% | +4.3% | -3.1% | -1.5% |
| 3M | +2.6% | +19.8% | -17.2% | -8.1% |
| 6M | +47.8% | +54.4% | -6.6% | +13.1% |
| YTD | -12.1% | +31.7% | -43.8% | -26.6% |
| 1Y | -17.1% | +22.4% | -39.6% | -28.0% |
| 3Y | -17.9% | +67.7% | -85.6% | -44.5% |
| 5Y | -35.1% | +15.7% | -50.8% | -45.3% |
| 10Y | +130.1% | +308.7% | -178.6% | -15.7% |
| All | +287.9% | +642.6% | -354.7% | +22.5% |
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