+123.9%
WDAY vs RF
+277.2%
-153.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.2% | -3.6% | -2.1% |
| 7D | -4.0% | -0.1% | -3.9% | -4.0% |
| 30D | +1.9% | +7.0% | -5.1% | -0.2% |
| 3M | +5.9% | -7.0% | +12.9% | +8.1% |
| 6M | +48.8% | +6.8% | +42.0% | +45.6% |
| YTD | -11.4% | +9.9% | -21.4% | -14.5% |
| 1Y | -15.5% | +21.1% | -36.7% | -20.8% |
| 3Y | -15.6% | +119.6% | -135.3% | -34.9% |
| 5Y | -35.2% | +46.2% | -81.4% | -44.8% |
| 10Y | +123.9% | +261.5% | -137.7% | +44.9% |
| All | +123.9% | +277.2% | -153.3% | +44.9% |
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