+119.3%
WDAY vs B
+189.6%
-70.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.2% | -3.2% | -5.2% |
| 7D | -4.4% | -1.6% | -2.8% | -4.2% |
| 30D | +14.7% | +9.4% | +5.3% | +13.7% |
| 3M | +32.4% | +5.0% | +27.4% | +31.5% |
| 6M | +36.9% | -3.5% | +40.4% | +36.7% |
| YTD | -8.8% | +4.5% | -13.3% | -10.2% |
| 1Y | -15.3% | +67.8% | -83.1% | -22.0% |
| 3Y | -21.2% | +196.7% | -217.9% | -33.6% |
| 5Y | -29.5% | +151.9% | -181.4% | -40.3% |
| All | +119.3% | +189.6% | -70.3% | +93.4% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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