+131.0%
WDAY vs FIVE
+535.9%
-404.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +1.5% |
| 7D | -5.3% | -0.5% | -4.8% | -5.3% |
| 30D | +1.5% | +17.4% | -15.9% | -2.7% |
| 3M | +5.5% | +7.0% | -1.6% | +3.0% |
| 6M | +57.4% | +20.5% | +37.0% | +48.2% |
| YTD | -11.0% | +33.1% | -44.1% | -19.2% |
| 1Y | -15.8% | +67.1% | -82.9% | -28.1% |
| 3Y | -16.9% | +41.9% | -58.8% | -30.9% |
| 5Y | -35.3% | +21.1% | -56.3% | -45.6% |
| 10Y | +131.0% | +518.8% | -387.8% | +59.7% |
| All | +131.0% | +535.9% | -404.9% | +59.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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