-35.0%
WDAY vs AS
+131.9%
-166.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.4% | +3.6% | +1.5% |
| 7D | -5.3% | -3.0% | -2.3% | -4.9% |
| 30D | +1.5% | +9.6% | -8.0% | +0.2% |
| 3M | +5.5% | -8.2% | +13.6% | +6.7% |
| 6M | +57.4% | -9.9% | +67.4% | +59.4% |
| YTD | -11.0% | -16.8% | +5.8% | -9.2% |
| 1Y | -15.8% | +3.0% | -18.8% | -17.5% |
| All | -35.0% | +131.9% | -166.9% | -42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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