-12.1%
WDAY vs COMP
+7.7%
-19.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.7% | +1.4% | +2.9% |
| 7D | +1.8% | 0.0% | +1.8% | +1.8% |
| 30D | +4.1% | +16.6% | -12.5% | +2.6% |
| 3M | -4.8% | -23.5% | +18.7% | -3.5% |
| 6M | +68.6% | +25.7% | +42.9% | +70.2% |
| YTD | -8.5% | -3.4% | -5.1% | -3.1% |
| 1Y | -12.1% | +7.6% | -19.7% | -9.9% |
| All | -12.1% | +7.7% | -19.8% | -9.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling