-25.9%
WDAY vs COMP
-53.0%
+27.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.4% | +6.7% | +0.4% |
| 7D | -4.6% | +7.2% | -11.8% | -5.8% |
| 30D | +1.2% | +6.4% | -5.2% | -0.1% |
| 3M | +2.6% | -19.4% | +22.0% | +5.3% |
| 6M | +47.8% | +14.6% | +33.2% | +43.3% |
| YTD | -12.1% | -5.5% | -6.6% | -13.6% |
| 1Y | -17.1% | +13.7% | -30.8% | -21.0% |
| 3Y | -17.9% | +409.7% | -427.6% | -43.7% |
| 5Y | -35.1% | -17.0% | -18.1% | -45.5% |
| All | -25.9% | -53.0% | +27.1% | -34.7% |
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