-25.2%
WDAY vs COMP
-52.8%
+27.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.9% | 0.0% |
| 7D | -4.8% | +8.9% | -13.7% | -6.2% |
| 30D | +2.5% | +14.0% | -11.5% | +0.1% |
| 3M | +8.8% | -21.1% | +29.9% | +12.0% |
| 6M | +60.7% | +20.1% | +40.6% | +54.8% |
| YTD | -11.2% | -5.0% | -6.2% | -12.8% |
| 1Y | -15.6% | +5.7% | -21.3% | -18.6% |
| 3Y | -17.1% | +412.2% | -429.4% | -43.2% |
| 5Y | -35.7% | -12.1% | -23.6% | -46.4% |
| All | -25.2% | -52.8% | +27.5% | -34.1% |
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