-0.1%
WDAY vs QS
-47.4%
+47.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.5% |
| 7D | -10.5% | -5.0% | -5.6% | -10.2% |
| 30D | +2.1% | -18.3% | +20.4% | +3.5% |
| 3M | +34.6% | -26.0% | +60.6% | +36.9% |
| 6M | +29.9% | -24.0% | +53.9% | +30.8% |
| YTD | -13.8% | -50.3% | +36.5% | -10.5% |
| 1Y | -18.3% | -38.0% | +19.7% | -17.8% |
| 3Y | -26.2% | -24.6% | -1.6% | -31.7% |
| 5Y | -30.8% | -75.4% | +44.6% | -33.5% |
| All | -0.1% | -47.4% | +47.3% | +5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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