+302.1%
WDAY vs AA
+162.0%
+140.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.1% | -3.3% | -5.0% |
| 7D | -4.4% | -0.7% | -3.7% | -4.2% |
| 30D | +14.7% | +5.0% | +9.8% | +13.6% |
| 3M | +32.4% | -35.8% | +68.2% | +41.8% |
| 6M | +36.9% | -18.4% | +55.3% | +39.2% |
| YTD | -8.8% | -5.5% | -3.4% | -10.5% |
| 1Y | -15.3% | +61.0% | -76.3% | -25.6% |
| 3Y | -21.2% | +66.2% | -87.4% | -34.7% |
| 5Y | -29.5% | +11.4% | -40.9% | -40.1% |
| 10Y | +120.0% | +116.9% | +3.2% | +35.2% |
| All | +302.1% | +162.0% | +140.1% | +141.7% |
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