-30.6%
WDAY vs AZO
+85.8%
-116.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | -5.2% | -3.6% | -1.6% | -4.3% |
| 30D | +5.9% | -5.6% | +11.5% | +7.4% |
| 3M | +42.3% | -6.6% | +48.9% | +44.7% |
| 6M | +34.7% | -22.5% | +57.2% | +42.5% |
| YTD | -13.5% | -15.2% | +1.6% | -11.0% |
| 1Y | -18.1% | -33.9% | +15.9% | -10.0% |
| 3Y | -26.4% | +11.8% | -38.2% | -31.9% |
| All | -30.6% | +85.8% | -116.4% | -47.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling