-31.6%
WDAY vs AA
+17.0%
-48.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +3.5% | -8.4% | -5.3% |
| 7D | -6.1% | +1.7% | -7.7% | -6.3% |
| 30D | +3.7% | +3.3% | +0.4% | +3.1% |
| 3M | +29.6% | -29.4% | +59.0% | +35.0% |
| 6M | +23.3% | -12.8% | +36.1% | +23.9% |
| YTD | -13.3% | -2.1% | -11.1% | -15.0% |
| 1Y | -19.6% | +62.8% | -82.4% | -28.0% |
| 3Y | -25.7% | +90.5% | -116.2% | -38.2% |
| 5Y | -31.6% | +19.1% | -50.6% | -36.1% |
| All | -31.6% | +17.0% | -48.6% | -36.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling