-20.8%
WDAY vs FIVE
+50.0%
-70.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +5.1% | -10.5% | -5.9% |
| 7D | -4.4% | +4.3% | -8.6% | -4.8% |
| 30D | +14.7% | +12.5% | +2.2% | +13.2% |
| 3M | +32.4% | +31.2% | +1.1% | +28.4% |
| 6M | +36.9% | +14.4% | +22.5% | +34.2% |
| YTD | -8.8% | +33.9% | -42.7% | -12.3% |
| 1Y | -15.3% | +65.1% | -80.3% | -20.7% |
| All | -20.8% | +50.0% | -70.8% | -34.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling