-23.0%
WDAY vs COMP
-52.0%
+29.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.7% | +1.4% | +2.8% |
| 7D | +1.8% | 0.0% | +1.8% | +1.8% |
| 30D | +4.1% | +16.6% | -12.5% | +1.4% |
| 3M | -4.8% | -23.5% | +18.7% | -1.6% |
| 6M | +68.6% | +25.7% | +42.9% | +61.4% |
| YTD | -8.5% | -3.4% | -5.1% | -10.4% |
| 1Y | -12.1% | +7.6% | -19.7% | -15.4% |
| 3Y | -13.2% | +423.6% | -436.8% | -40.7% |
| 5Y | -33.7% | -10.6% | -23.1% | -44.9% |
| All | -23.0% | -52.0% | +29.0% | -32.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling