+302.1%
WDAY vs B
+46.0%
+256.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.2% | -3.2% | -5.3% |
| 7D | -4.4% | -1.6% | -2.8% | -4.3% |
| 30D | +14.7% | +9.4% | +5.3% | +14.1% |
| 3M | +32.4% | +5.0% | +27.4% | +31.8% |
| 6M | +36.9% | -3.5% | +40.4% | +36.7% |
| YTD | -8.8% | +4.5% | -13.3% | -9.7% |
| 1Y | -15.3% | +67.8% | -83.1% | -19.3% |
| 3Y | -21.2% | +196.7% | -217.9% | -28.6% |
| 5Y | -29.5% | +151.9% | -181.4% | -35.9% |
| 10Y | +120.0% | +202.2% | -82.1% | +100.4% |
| All | +302.1% | +46.0% | +256.1% | +248.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling