+123.9%
WDAY vs EXC
+176.1%
-52.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | -4.0% | -1.7% | -2.3% | -3.4% |
| 30D | +1.9% | +9.3% | -7.4% | -1.2% |
| 3M | +5.9% | +1.0% | +4.8% | +5.3% |
| 6M | +48.8% | +5.9% | +42.9% | +45.3% |
| YTD | -11.4% | +7.6% | -19.1% | -14.6% |
| 1Y | -15.5% | +2.4% | -17.9% | -17.1% |
| 3Y | -15.6% | +30.2% | -45.9% | -26.4% |
| 5Y | -35.2% | +41.4% | -76.5% | -46.4% |
| 10Y | +123.9% | +183.8% | -59.9% | +56.8% |
| All | +123.9% | +176.1% | -52.2% | +56.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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