+302.1%
WDAY vs ALL
+757.3%
-455.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.3% | -4.0% | -4.8% |
| 7D | -4.4% | 0.0% | -4.4% | -4.3% |
| 30D | +14.7% | -1.5% | +16.2% | +15.4% |
| 3M | +32.4% | +23.6% | +8.7% | +21.9% |
| 6M | +36.9% | +22.3% | +14.5% | +26.4% |
| YTD | -8.8% | +26.5% | -35.4% | -17.2% |
| 1Y | -15.3% | +27.0% | -42.3% | -23.4% |
| 3Y | -21.2% | +149.6% | -170.8% | -47.7% |
| 5Y | -29.5% | +118.1% | -147.6% | -51.9% |
| 10Y | +120.0% | +369.0% | -248.9% | -7.0% |
| All | +302.1% | +757.3% | -455.1% | +29.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling