-24.0%
WDAY vs ADVB
-97.5%
+73.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +4.2% | -7.8% | -3.6% |
| 7D | -2.5% | -13.9% | +11.4% | -2.5% |
| 30D | +4.7% | -68.1% | +72.8% | +4.3% |
| 3M | +13.3% | -73.4% | +86.7% | +12.9% |
| 6M | +57.3% | -70.8% | +128.1% | +53.1% |
| YTD | -10.2% | -66.1% | +55.9% | -12.8% |
| 1Y | -14.1% | -77.5% | +63.4% | -15.9% |
| All | -24.0% | -97.5% | +73.5% | -15.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling