+130.1%
WDAY vs ALL
+372.0%
-241.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.9% | -3.6% | -1.8% |
| 7D | -4.6% | -0.1% | -4.4% | -4.5% |
| 30D | +1.2% | +13.8% | -12.6% | -3.7% |
| 3M | +2.6% | -2.8% | +5.3% | +3.6% |
| 6M | +47.8% | +23.7% | +24.1% | +36.9% |
| YTD | -12.1% | +27.3% | -39.3% | -19.7% |
| 1Y | -17.1% | +30.5% | -47.7% | -25.1% |
| 3Y | -17.9% | +113.0% | -130.9% | -39.7% |
| 5Y | -35.1% | +157.6% | -192.7% | -57.4% |
| 10Y | +130.1% | +368.4% | -238.2% | +30.5% |
| All | +130.1% | +372.0% | -241.8% | +30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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