-25.6%
WDAY vs ADVB
-97.4%
+71.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.9% | -3.6% | -0.7% |
| 7D | -4.6% | -4.1% | -0.5% | -4.6% |
| 30D | +1.2% | -60.3% | +61.5% | +1.0% |
| 3M | +2.6% | -73.3% | +75.9% | +2.1% |
| 6M | +47.8% | -65.9% | +113.7% | +43.7% |
| YTD | -12.1% | -63.9% | +51.8% | -14.6% |
| 1Y | -17.1% | -74.1% | +57.0% | -19.0% |
| All | -25.6% | -97.4% | +71.8% | -17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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