+44.1%
WDAY vs REPL
+37.4%
+6.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.3% |
| 7D | -4.8% | +9.8% | -14.6% | -5.2% |
| 30D | +2.5% | +81.5% | -79.0% | -0.6% |
| 3M | +8.8% | +44.2% | -35.5% | +6.5% |
| 6M | +60.7% | +437.4% | -376.7% | +41.2% |
| YTD | -11.2% | +126.1% | -137.4% | -20.8% |
| 1Y | -15.6% | +143.1% | -158.8% | -25.1% |
| 3Y | -17.1% | +97.8% | -115.0% | -39.4% |
| 5Y | -35.7% | -34.3% | -1.4% | -47.4% |
| All | +44.1% | +37.4% | +6.7% | -7.9% |
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