-22.1%
WDAY vs Q
+78.4%
-100.6%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | +0.3% |
| 7D | -7.4% | +6.6% | -14.0% | -5.8% |
| 30D | +1.0% | -6.6% | +7.6% | -0.3% |
| 3M | +32.7% | -13.2% | +45.9% | +29.5% |
| 6M | +25.6% | +9.9% | +15.6% | +24.0% |
| YTD | -13.4% | +53.9% | -67.3% | -18.0% |
| All | -22.1% | +78.4% | -100.6% | -24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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