+282.1%
WDAY vs AZO
+674.2%
-392.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.3% |
| 7D | -7.4% | -0.8% | -6.6% | -7.1% |
| 30D | +1.0% | -5.1% | +6.1% | +2.7% |
| 3M | +32.7% | -7.2% | +39.9% | +36.0% |
| 6M | +25.6% | -20.7% | +46.3% | +34.7% |
| YTD | -13.4% | -14.2% | +0.8% | -10.0% |
| 1Y | -19.4% | -32.2% | +12.8% | -9.6% |
| 3Y | -25.8% | +11.1% | -36.9% | -31.2% |
| 5Y | -31.1% | +87.6% | -118.7% | -48.3% |
| 10Y | +113.3% | +302.9% | -189.6% | +16.8% |
| All | +282.1% | +674.2% | -392.0% | +65.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling