+113.3%
WDAY vs AA
+121.9%
-8.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.8% | +0.2% |
| 7D | -7.4% | -0.6% | -6.8% | -7.3% |
| 30D | +1.0% | -1.6% | +2.6% | +1.0% |
| 3M | +32.7% | -29.8% | +62.5% | +39.4% |
| 6M | +25.6% | -16.6% | +42.2% | +27.1% |
| YTD | -13.4% | -4.0% | -9.3% | -15.1% |
| 1Y | -19.4% | +63.5% | -82.9% | -28.7% |
| 3Y | -25.8% | +86.8% | -112.5% | -39.0% |
| 5Y | -31.1% | +12.4% | -43.5% | -40.7% |
| 10Y | +113.3% | +132.3% | -19.0% | +34.1% |
| All | +113.3% | +121.9% | -8.6% | +34.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling