+109.9%
WDAY vs FIVE
+475.1%
-365.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.7% | -5.6% | -5.0% |
| 7D | -6.1% | +3.7% | -9.8% | -7.1% |
| 30D | +3.7% | +4.0% | -0.3% | +2.4% |
| 3M | +29.6% | +36.2% | -6.7% | +19.1% |
| 6M | +23.3% | +18.0% | +5.3% | +16.4% |
| YTD | -13.3% | +34.9% | -48.2% | -21.2% |
| 1Y | -19.6% | +67.9% | -87.6% | -31.5% |
| 3Y | -25.7% | +57.3% | -83.0% | -40.1% |
| 5Y | -31.6% | +39.5% | -71.1% | -44.6% |
| 10Y | +109.9% | +496.4% | -386.5% | +41.7% |
| All | +109.9% | +475.1% | -365.1% | +41.7% |
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