+302.1%
WDAY vs M
-0.1%
+302.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.6% | -8.0% | -5.7% |
| 7D | -4.4% | +4.7% | -9.1% | -5.0% |
| 30D | +14.7% | -9.6% | +24.4% | +16.3% |
| 3M | +32.4% | +0.9% | +31.5% | +31.9% |
| 6M | +36.9% | +22.3% | +14.6% | +32.2% |
| YTD | -8.8% | +6.5% | -15.4% | -10.4% |
| 1Y | -15.3% | +38.8% | -54.1% | -20.1% |
| 3Y | -21.2% | +115.9% | -137.1% | -32.5% |
| 5Y | -29.5% | +28.6% | -58.1% | -36.7% |
| 10Y | +120.0% | -2.5% | +122.6% | +87.4% |
| All | +302.1% | -0.1% | +302.2% | +228.7% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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