+112.2%
WDAY vs QSR
+135.2%
-23.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | 0.0% |
| 7D | -5.2% | -4.0% | -1.1% | -3.3% |
| 30D | +5.9% | +2.8% | +3.2% | +4.8% |
| 3M | +42.3% | +5.1% | +37.2% | +39.4% |
| 6M | +34.7% | +8.8% | +25.9% | +29.4% |
| YTD | -13.5% | +14.8% | -28.4% | -19.1% |
| 1Y | -18.1% | +25.7% | -43.8% | -26.7% |
| 3Y | -26.4% | +27.5% | -53.9% | -36.2% |
| 5Y | -30.6% | +41.3% | -71.8% | -43.3% |
| All | +112.2% | +135.2% | -23.0% | +29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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