-20.8%
WDAY vs COMP
+215.9%
-236.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.5% | -5.9% | -5.4% |
| 7D | -4.4% | +1.4% | -5.7% | -4.5% |
| 30D | +14.7% | -13.3% | +28.1% | +16.1% |
| 3M | +32.4% | +41.1% | -8.7% | +29.3% |
| 6M | +36.9% | +17.2% | +19.7% | +35.2% |
| YTD | -8.8% | +5.2% | -14.0% | -9.2% |
| 1Y | -15.3% | +18.9% | -34.2% | -16.9% |
| All | -20.8% | +215.9% | -236.7% | -34.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling