+287.9%
WDAY vs AA
+110.2%
+177.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.4% | +3.7% | 0.0% |
| 7D | -4.6% | +1.2% | -5.8% | -4.9% |
| 30D | +1.2% | -5.0% | +6.2% | +1.9% |
| 3M | +2.6% | -22.2% | +24.8% | +6.4% |
| 6M | +47.8% | -36.3% | +84.1% | +57.2% |
| YTD | -12.1% | -24.2% | +12.1% | -10.7% |
| 1Y | -17.1% | +3.9% | -21.0% | -21.0% |
| 3Y | -17.9% | +67.6% | -85.4% | -32.4% |
| 5Y | -35.1% | -8.8% | -26.3% | -42.7% |
| 10Y | +130.1% | +45.0% | +85.2% | +54.1% |
| All | +287.9% | +110.2% | +177.8% | +141.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling