-15.3%
WDAY vs COMP
+22.2%
-37.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.5% | -5.9% | -5.4% |
| 7D | -4.4% | +1.4% | -5.7% | -4.5% |
| 30D | +14.7% | -13.3% | +28.1% | +15.7% |
| 3M | +32.4% | +41.1% | -8.7% | +32.8% |
| 6M | +36.9% | +17.2% | +19.7% | +41.4% |
| YTD | -8.8% | +5.2% | -14.0% | -4.5% |
| 1Y | -15.3% | +18.9% | -34.2% | -13.6% |
| All | -15.3% | +22.2% | -37.5% | -13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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