-34.1%
WDAY vs B
+134.6%
-168.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.5% | -4.2% | -3.7% |
| 7D | -2.5% | +9.6% | -12.1% | -3.3% |
| 30D | +4.7% | +3.5% | +1.2% | +4.3% |
| 3M | +13.3% | -1.6% | +14.9% | +13.2% |
| 6M | +57.3% | -1.7% | +59.0% | +56.7% |
| YTD | -10.2% | -5.3% | -4.9% | -11.0% |
| 1Y | -14.1% | +27.2% | -41.3% | -19.4% |
| 3Y | -11.7% | +166.1% | -177.8% | -30.4% |
| All | -34.1% | +134.6% | -168.7% | -48.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling