+112.2%
WDAY vs KWEB
-19.7%
+131.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.3% | +0.1% |
| 7D | -5.2% | -5.6% | +0.4% | -3.3% |
| 30D | +5.9% | -10.7% | +16.6% | +9.8% |
| 3M | +42.3% | -7.4% | +49.7% | +46.0% |
| 6M | +34.7% | -19.3% | +54.0% | +43.6% |
| YTD | -13.5% | -27.8% | +14.2% | -4.7% |
| 1Y | -18.1% | -35.9% | +17.9% | -6.1% |
| 3Y | -26.4% | -1.9% | -24.4% | -30.7% |
| 5Y | -30.6% | -43.2% | +12.6% | -23.0% |
| All | +112.2% | -19.7% | +131.9% | +63.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 KWEB 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