-16.6%
WDAY vs REPL
+163.1%
-179.7%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.0% | -4.4% | -1.4% |
| 7D | -4.0% | +14.2% | -18.2% | -4.0% |
| 30D | +1.9% | +65.9% | -63.9% | +1.9% |
| 3M | +5.9% | +84.6% | -78.7% | +5.8% |
| 6M | +48.8% | +446.9% | -398.1% | +47.2% |
| YTD | -11.4% | +129.0% | -140.5% | -4.0% |
| All | -16.6% | +163.1% | -179.7% | -7.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling