-33.5%
WDAY vs REPL
-35.0%
+1.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.4% | +3.5% | +3.1% |
| 7D | +1.8% | +1.2% | +0.6% | +1.8% |
| 30D | +4.1% | +92.2% | -88.1% | +2.2% |
| 3M | -4.8% | +44.1% | -49.0% | -5.9% |
| 6M | +68.6% | +313.0% | -244.4% | +57.7% |
| YTD | -8.5% | +125.2% | -133.7% | -13.8% |
| 1Y | -12.1% | +143.8% | -155.9% | -17.4% |
| 3Y | -13.2% | +104.2% | -117.4% | -30.7% |
| All | -33.5% | -35.0% | +1.4% | -41.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling