+109.9%
WDAY vs P
+712.4%
-602.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.6% | -6.5% | -5.3% |
| 7D | -6.1% | +7.8% | -13.9% | -8.1% |
| 30D | +3.7% | +12.3% | -8.6% | -0.5% |
| 3M | +29.6% | +37.1% | -7.5% | +15.5% |
| 6M | +23.3% | +66.1% | -42.7% | +2.0% |
| YTD | -13.3% | +50.9% | -64.2% | -27.3% |
| 1Y | -19.6% | +27.2% | -46.9% | -31.2% |
| 3Y | -25.7% | +158.7% | -184.3% | -55.3% |
| 5Y | -31.6% | +291.1% | -322.7% | -65.9% |
| 10Y | +109.9% | +715.0% | -605.0% | -18.7% |
| All | +109.9% | +712.4% | -602.4% | -18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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