-15.3%
WDAY vs AA
+63.2%
-78.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.1% | -3.3% | -5.5% |
| 7D | -4.4% | -0.7% | -3.7% | -4.4% |
| 30D | +14.7% | +5.0% | +9.8% | +15.1% |
| 3M | +32.4% | -35.8% | +68.2% | +31.5% |
| 6M | +36.9% | -18.4% | +55.3% | +37.6% |
| YTD | -8.8% | -5.5% | -3.4% | -8.4% |
| 1Y | -15.3% | +61.0% | -76.3% | -15.0% |
| All | -15.3% | +63.2% | -78.5% | -15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 1y: compounded portfolio wealth divided by compounded AA 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…
1y analysis · Full analysis span regression · 6 months rolling