+57.3%
WDAY vs ADVB
-68.6%
+125.9%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +4.2% | -7.8% | -3.6% |
| 7D | -2.5% | -13.9% | +11.4% | -2.6% |
| 30D | +4.7% | -68.1% | +72.8% | +3.5% |
| 3M | +13.3% | -73.4% | +86.7% | +12.0% |
| 6M | +57.3% | -70.8% | +128.1% | +59.6% |
| All | +57.3% | -68.6% | +125.9% | +59.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling