+36.9%
WDAY vs B
-4.5%
+41.4%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.2% | -3.2% | -5.8% |
| 7D | -4.4% | -1.6% | -2.8% | -4.7% |
| 30D | +14.7% | +9.4% | +5.3% | +17.2% |
| 3M | +32.4% | +5.0% | +27.4% | +35.3% |
| 6M | +36.9% | -3.5% | +40.4% | +40.9% |
| All | +36.9% | -4.5% | +41.4% | +40.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling