+291.5%
WDAY vs FIVE
+606.2%
-314.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.2% | +0.1% |
| 7D | -4.8% | +2.4% | -7.2% | -5.4% |
| 30D | +2.5% | +15.8% | -13.4% | -1.3% |
| 3M | +8.8% | +3.8% | +5.0% | +7.2% |
| 6M | +60.7% | +18.5% | +42.2% | +52.4% |
| YTD | -11.2% | +31.2% | -42.5% | -18.6% |
| 1Y | -15.6% | +61.8% | -77.4% | -26.6% |
| 3Y | -17.1% | +39.9% | -57.0% | -30.3% |
| 5Y | -35.7% | +18.3% | -54.0% | -45.1% |
| 10Y | +130.4% | +510.0% | -379.6% | +33.6% |
| All | +291.5% | +606.2% | -314.6% | +131.1% |
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 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