+45.8%
WDAY vs REPL
+35.1%
+10.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +8.0% | -11.6% | -4.0% |
| 7D | -2.5% | +22.8% | -25.3% | -3.5% |
| 30D | +4.7% | +63.8% | -59.1% | +2.1% |
| 3M | +13.3% | +68.1% | -54.8% | +10.1% |
| 6M | +57.3% | +528.5% | -471.2% | +36.9% |
| YTD | -10.2% | +122.4% | -132.6% | -19.8% |
| 1Y | -14.1% | +154.4% | -168.4% | -24.0% |
| 3Y | -11.7% | +68.0% | -79.7% | -34.2% |
| 5Y | -33.5% | -35.4% | +1.9% | -45.5% |
| All | +45.8% | +35.1% | +10.6% | -6.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling