+125.4%
WDAY vs P
+713.7%
-588.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.5% | -7.2% | -4.5% |
| 7D | -2.5% | -23.8% | +21.3% | +3.8% |
| 30D | +4.7% | -36.6% | +41.3% | +16.1% |
| 3M | +13.3% | +10.9% | +2.4% | +6.2% |
| 6M | +57.3% | +30.0% | +27.3% | +36.6% |
| YTD | -10.2% | +44.4% | -54.6% | -25.8% |
| 1Y | -14.1% | +3.9% | -18.0% | -23.3% |
| 3Y | -11.7% | +176.6% | -188.3% | -50.0% |
| 5Y | -33.5% | +249.3% | -282.7% | -66.6% |
| All | +125.4% | +713.7% | -588.3% | -15.3% |
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