-24.3%
WDAY vs COMP
-52.0%
+27.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +10.7% | -14.4% | -5.2% |
| 7D | -2.5% | +13.4% | -15.9% | -4.5% |
| 30D | +4.7% | +11.1% | -6.4% | +2.7% |
| 3M | +13.3% | -18.8% | +32.2% | +16.3% |
| 6M | +57.3% | +10.5% | +46.8% | +53.4% |
| YTD | -10.2% | -3.4% | -6.8% | -12.0% |
| 1Y | -14.1% | +19.7% | -33.8% | -18.7% |
| 3Y | -11.7% | +381.6% | -393.3% | -38.8% |
| 5Y | -33.5% | -17.6% | -15.9% | -44.1% |
| All | -24.3% | -52.0% | +27.6% | -33.5% |
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