+130.1%
WDAY vs RF
+248.4%
-118.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.5% |
| 7D | -4.6% | +0.3% | -4.9% | -4.7% |
| 30D | +1.2% | +6.2% | -4.9% | -0.6% |
| 3M | +2.6% | -7.8% | +10.4% | +5.0% |
| 6M | +47.8% | +5.9% | +41.8% | +44.9% |
| YTD | -12.1% | +9.0% | -21.1% | -14.9% |
| 1Y | -17.1% | +19.3% | -36.4% | -22.0% |
| 3Y | -17.9% | +116.4% | -134.3% | -36.5% |
| 5Y | -35.1% | +46.0% | -81.1% | -44.7% |
| 10Y | +130.1% | +239.8% | -109.7% | +44.2% |
| All | +130.1% | +248.4% | -118.2% | +44.2% |
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