+112.2%
WDAY vs AZO
+296.8%
-184.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | -5.2% | -3.6% | -1.6% | -4.2% |
| 30D | +5.9% | -5.6% | +11.5% | +7.6% |
| 3M | +42.3% | -6.6% | +48.9% | +45.0% |
| 6M | +34.7% | -22.5% | +57.2% | +43.6% |
| YTD | -13.5% | -15.2% | +1.6% | -10.5% |
| 1Y | -18.1% | -33.9% | +15.9% | -9.2% |
| 3Y | -26.4% | +11.8% | -38.2% | -30.9% |
| 5Y | -30.6% | +85.5% | -116.1% | -44.7% |
| All | +112.2% | +296.8% | -184.6% | +46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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