-30.8%
WDAY vs AU
+673.1%
-703.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.3% | +3.8% | -0.3% |
| 7D | -10.5% | -7.0% | -3.6% | -10.3% |
| 30D | +2.1% | +7.3% | -5.2% | +1.7% |
| 3M | +34.6% | +33.2% | +1.4% | +32.6% |
| 6M | +29.9% | -0.6% | +30.5% | +29.6% |
| YTD | -13.8% | +26.2% | -40.0% | -16.5% |
| 1Y | -18.3% | +68.3% | -86.5% | -23.7% |
| 3Y | -26.2% | +592.1% | -618.3% | -44.9% |
| 5Y | -30.8% | +685.3% | -716.1% | -53.3% |
| All | -30.8% | +673.1% | -703.9% | -53.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling