-11.7%
WDAY vs ALL
+105.5%
-117.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.5% | +0.8% | -2.2% |
| 7D | -2.5% | -1.9% | -0.5% | -1.9% |
| 30D | +4.7% | +13.8% | -9.1% | +0.5% |
| 3M | +13.3% | -7.0% | +20.3% | +15.7% |
| 6M | +57.3% | +18.0% | +39.3% | +51.7% |
| YTD | -10.2% | +24.2% | -34.4% | -14.6% |
| 1Y | -14.1% | +31.2% | -45.3% | -19.3% |
| 3Y | -11.7% | +107.5% | -119.2% | -21.2% |
| All | -11.7% | +105.5% | -117.2% | -21.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling