-15.6%
WDAY vs ALL
+31.1%
-46.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -1.1% |
| 7D | -4.8% | 0.0% | -4.7% | -4.8% |
| 30D | +2.5% | +12.8% | -10.3% | -3.2% |
| 3M | +8.8% | +4.7% | +4.1% | +6.9% |
| 6M | +60.7% | +24.9% | +35.8% | +52.4% |
| YTD | -11.2% | +30.0% | -41.2% | -17.5% |
| 1Y | -15.6% | +29.9% | -45.6% | -21.5% |
| All | -15.6% | +31.1% | -46.8% | -21.5% |
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 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