-25.4%
WDAY vs COMP
-49.2%
+23.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.7% | -7.1% | -2.2% |
| 7D | -4.0% | +14.5% | -18.5% | -6.1% |
| 30D | +1.9% | +14.9% | -13.0% | -0.5% |
| 3M | +5.9% | -14.2% | +20.1% | +7.8% |
| 6M | +48.8% | +23.7% | +25.1% | +42.8% |
| YTD | -11.4% | +2.1% | -13.5% | -13.9% |
| 1Y | -15.5% | +26.2% | -41.7% | -20.7% |
| 3Y | -15.6% | +470.9% | -486.5% | -43.2% |
| 5Y | -35.2% | -14.0% | -21.2% | -45.9% |
| All | -25.4% | -49.2% | +23.8% | -34.9% |
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