+112.2%
WDAY vs AU
+699.0%
-586.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.3% |
| 7D | -5.2% | -4.3% | -0.9% | -5.0% |
| 30D | +5.9% | +7.3% | -1.4% | +5.5% |
| 3M | +42.3% | +26.3% | +15.9% | +40.5% |
| 6M | +34.7% | +1.8% | +33.0% | +34.0% |
| YTD | -13.5% | +26.8% | -40.4% | -15.6% |
| 1Y | -18.1% | +66.7% | -84.8% | -21.9% |
| 3Y | -26.4% | +579.1% | -605.4% | -38.0% |
| 5Y | -30.6% | +689.3% | -719.9% | -42.7% |
| All | +112.2% | +699.0% | -586.8% | +94.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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