+296.2%
WDAY vs FIVE
+586.6%
-290.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.2% | -3.5% |
| 7D | -2.5% | -0.3% | -2.2% | -2.5% |
| 30D | +4.7% | +17.7% | -13.0% | +0.6% |
| 3M | +13.3% | +4.0% | +9.3% | +11.6% |
| 6M | +57.3% | +2.6% | +54.7% | +54.4% |
| YTD | -10.2% | +27.6% | -37.8% | -17.1% |
| 1Y | -14.1% | +59.9% | -74.0% | -25.1% |
| 3Y | -11.7% | +35.8% | -47.4% | -25.1% |
| 5Y | -33.5% | +14.4% | -47.9% | -42.7% |
| 10Y | +133.1% | +576.1% | -443.1% | +32.8% |
| All | +296.2% | +586.6% | -290.4% | +135.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling