-33.5%
WDAY vs P
+279.3%
-312.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.9% | +5.0% | +3.4% |
| 7D | +1.8% | +11.6% | -9.8% | -0.2% |
| 30D | +4.1% | -23.7% | +27.7% | +8.3% |
| 3M | -4.8% | -8.0% | +3.1% | -5.5% |
| 6M | +68.6% | +27.9% | +40.7% | +53.6% |
| YTD | -8.5% | +61.2% | -69.7% | -22.6% |
| 1Y | -12.1% | +28.6% | -40.7% | -22.9% |
| 3Y | -13.2% | +200.5% | -213.7% | -49.7% |
| All | -33.5% | +279.3% | -312.9% | -66.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling