-34.1%
WDAY vs RF
+42.5%
-76.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.3% | -3.5% |
| 7D | -2.5% | -0.9% | -1.6% | -2.2% |
| 30D | +4.7% | +6.0% | -1.3% | +2.6% |
| 3M | +13.3% | -8.9% | +22.2% | +16.7% |
| 6M | +57.3% | +2.3% | +55.0% | +55.8% |
| YTD | -10.2% | +7.6% | -17.7% | -13.0% |
| 1Y | -14.1% | +21.2% | -35.2% | -20.2% |
| 3Y | -11.7% | +108.5% | -120.2% | -33.2% |
| All | -34.1% | +42.5% | -76.6% | -43.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling