+314.5%
WDAY vs RF
+504.1%
-189.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.5% | +0.5% | +1.5% |
| 7D | -1.2% | +2.3% | -3.5% | -2.0% |
| 30D | +6.8% | +7.2% | -0.4% | +4.4% |
| 3M | +17.8% | -8.2% | +26.1% | +21.1% |
| 6M | +57.8% | +7.0% | +50.8% | +54.0% |
| YTD | -6.0% | +10.3% | -16.3% | -9.7% |
| 1Y | -13.5% | +25.1% | -38.6% | -20.3% |
| 3Y | -7.6% | +110.3% | -117.9% | -29.5% |
| 5Y | -30.5% | +47.1% | -77.6% | -41.8% |
| 10Y | +143.9% | +297.9% | -154.1% | +23.4% |
| All | +314.5% | +504.1% | -189.5% | +87.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling