-22.0%
WDAY vs Q
+75.3%
-97.3%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.3% | -7.2% | -4.3% |
| 7D | -6.1% | +6.7% | -12.8% | -4.5% |
| 30D | +3.7% | -10.6% | +14.3% | +1.3% |
| 3M | +29.6% | -14.6% | +44.2% | +26.0% |
| 6M | +23.3% | +12.1% | +11.3% | +21.3% |
| YTD | -13.3% | +51.3% | -64.5% | -18.3% |
| All | -22.0% | +75.3% | -97.3% | -24.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling