+123.9%
WDAY vs FIVE
+596.6%
-472.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.6% | -7.0% | -2.8% |
| 7D | -4.0% | +6.2% | -10.2% | -5.5% |
| 30D | +1.9% | +18.2% | -16.2% | -2.5% |
| 3M | +5.9% | +3.8% | +2.0% | +4.2% |
| 6M | +48.8% | +13.7% | +35.1% | +42.3% |
| YTD | -11.4% | +34.7% | -46.2% | -19.8% |
| 1Y | -15.5% | +66.6% | -82.2% | -27.8% |
| 3Y | -15.6% | +44.3% | -59.9% | -30.1% |
| 5Y | -35.2% | +18.8% | -54.0% | -45.2% |
| 10Y | +123.9% | +569.2% | -445.3% | +64.7% |
| All | +123.9% | +596.6% | -472.7% | +64.7% |
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