-15.5%
WDAY vs P
+193.5%
-209.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.4% | -3.2% | +0.8% |
| 7D | -5.3% | -4.7% | -0.6% | -5.0% |
| 30D | +1.5% | -31.4% | +33.0% | +4.5% |
| 3M | +5.5% | -2.6% | +8.1% | +4.5% |
| 6M | +57.4% | +21.9% | +35.5% | +51.2% |
| YTD | -11.0% | +58.9% | -69.9% | -18.4% |
| 1Y | -15.8% | +21.7% | -37.5% | -20.6% |
| All | -15.5% | +193.5% | -209.0% | -33.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling