-19.6%
WDAY vs ALL
+28.5%
-48.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.4% | -2.5% | -3.8% |
| 7D | -6.1% | -1.7% | -4.4% | -5.3% |
| 30D | +3.7% | -4.7% | +8.4% | +5.9% |
| 3M | +29.6% | +18.4% | +11.2% | +25.6% |
| 6M | +23.3% | +20.5% | +2.8% | +18.9% |
| YTD | -13.3% | +23.5% | -36.8% | -17.0% |
| 1Y | -19.6% | +29.0% | -48.6% | -23.2% |
| All | -19.6% | +28.5% | -48.2% | -23.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling