-34.4%
WDAY vs AS
+134.9%
-169.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.5% | -4.1% | -3.7% |
| 7D | -2.5% | +6.9% | -9.4% | -3.4% |
| 30D | +4.7% | +16.0% | -11.3% | +2.4% |
| 3M | +13.3% | -12.8% | +26.2% | +15.5% |
| 6M | +57.3% | -15.4% | +72.7% | +60.8% |
| YTD | -10.2% | -15.7% | +5.6% | -8.5% |
| 1Y | -14.1% | +6.1% | -20.1% | -16.2% |
| All | -34.4% | +134.9% | -169.2% | -42.5% |
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