-19.6%
WDAY vs B
+56.5%
-76.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.5% | -3.4% | -5.0% |
| 7D | -6.1% | +2.3% | -8.4% | -5.8% |
| 30D | +3.7% | +1.4% | +2.3% | +4.0% |
| 3M | +29.6% | +12.2% | +17.4% | +32.3% |
| 6M | +23.3% | -2.1% | +25.5% | +25.8% |
| YTD | -13.3% | +2.9% | -16.2% | -12.4% |
| 1Y | -19.6% | +55.3% | -74.9% | -23.4% |
| All | -19.6% | +56.5% | -76.1% | -23.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling