+167.5%
WDAY vs KWEB
+24.8%
+142.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.6% | -2.2% | -3.9% |
| 7D | -6.1% | -1.3% | -4.8% | -5.7% |
| 30D | +3.7% | -11.5% | +15.2% | +8.5% |
| 3M | +29.6% | -2.9% | +32.5% | +31.0% |
| 6M | +23.3% | -14.6% | +38.0% | +29.8% |
| YTD | -13.3% | -25.5% | +12.3% | -4.2% |
| 1Y | -19.6% | -31.1% | +11.4% | -8.7% |
| 3Y | -25.7% | +3.0% | -28.6% | -32.1% |
| 5Y | -31.6% | -42.6% | +11.0% | -25.3% |
| 10Y | +109.9% | -21.1% | +131.1% | +64.9% |
| All | +167.5% | +24.8% | +142.6% | +60.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling