+161.6%
WDAY vs P
+485.4%
-323.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.4% | -6.8% | -5.7% |
| 7D | -4.4% | +6.5% | -10.9% | -6.0% |
| 30D | +14.7% | +18.8% | -4.1% | +8.6% |
| 3M | +32.4% | +26.7% | +5.6% | +21.0% |
| 6M | +36.9% | +62.2% | -25.3% | +14.7% |
| YTD | -8.8% | +48.5% | -57.3% | -22.7% |
| 1Y | -15.3% | +26.4% | -41.7% | -26.9% |
| 3Y | -21.2% | +159.4% | -180.6% | -51.4% |
| 5Y | -29.5% | +275.8% | -305.3% | -62.8% |
| 10Y | +120.0% | +732.0% | -612.0% | -12.9% |
| All | +161.6% | +485.4% | -323.8% | +4.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling