+43.7%
WDAY vs REPL
+39.1%
+4.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.0% | -4.4% | -1.5% |
| 7D | -4.0% | +14.2% | -18.2% | -4.6% |
| 30D | +1.9% | +65.9% | -63.9% | -0.7% |
| 3M | +5.9% | +84.6% | -78.7% | +2.5% |
| 6M | +48.8% | +446.9% | -398.1% | +30.6% |
| YTD | -11.4% | +129.0% | -140.5% | -21.0% |
| 1Y | -15.5% | +167.9% | -183.4% | -25.5% |
| 3Y | -15.6% | +93.9% | -109.5% | -38.1% |
| 5Y | -35.2% | -33.0% | -2.2% | -47.1% |
| All | +43.7% | +39.1% | +4.6% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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