+119.3%
WDAY vs RF
+347.6%
-228.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.1% | -5.3% | -5.4% |
| 7D | -4.4% | +1.3% | -5.7% | -4.7% |
| 30D | +14.7% | -3.6% | +18.4% | +15.9% |
| 3M | +32.4% | +8.1% | +24.3% | +29.3% |
| 6M | +36.9% | +11.5% | +25.4% | +31.9% |
| YTD | -8.8% | +15.6% | -24.4% | -13.3% |
| 1Y | -15.3% | +15.7% | -31.0% | -19.5% |
| 3Y | -21.2% | +86.9% | -108.1% | -36.4% |
| 5Y | -29.5% | +89.8% | -119.3% | -44.4% |
| All | +119.3% | +347.6% | -228.3% | +26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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