+40.8%
WDAY vs REPL
-7.7%
+48.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.8% | -3.1% | -4.8% |
| 7D | -6.1% | -5.7% | -0.4% | -5.8% |
| 30D | +3.7% | +22.5% | -18.8% | +2.6% |
| 3M | +29.6% | +64.7% | -35.1% | +23.2% |
| 6M | +23.3% | +83.0% | -59.7% | +11.4% |
| YTD | -13.3% | +52.0% | -65.2% | -20.9% |
| 1Y | -19.6% | +144.5% | -164.2% | -31.5% |
| 3Y | -25.7% | -25.1% | -0.6% | -39.8% |
| 5Y | -31.6% | -52.9% | +21.3% | -43.4% |
| All | +40.8% | -7.7% | +48.5% | -8.0% |
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