-30.9%
WDAY vs KWEB
-43.1%
+12.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.2% |
| 7D | -10.5% | -4.3% | -6.2% | -9.7% |
| 30D | +2.1% | -13.0% | +15.1% | +5.3% |
| 3M | +34.6% | -7.6% | +42.2% | +37.1% |
| 6M | +29.9% | -21.1% | +51.0% | +36.5% |
| YTD | -13.8% | -28.2% | +14.4% | -7.7% |
| 1Y | -18.3% | -34.9% | +16.6% | -10.5% |
| 3Y | -26.2% | -0.8% | -25.4% | -29.0% |
| All | -30.9% | -43.1% | +12.2% | -27.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling