+136.8%
WDAY vs USFR
+28.5%
+108.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -4.8% | +0.1% | -4.8% | -4.8% |
| 30D | +2.5% | +0.4% | +2.1% | +2.0% |
| 3M | +8.8% | +1.0% | +7.7% | +7.2% |
| 6M | +60.7% | +2.0% | +58.7% | +56.3% |
| YTD | -11.2% | +3.4% | -14.7% | -15.2% |
| 1Y | -15.6% | +4.1% | -19.7% | -20.0% |
| 3Y | -17.1% | +14.4% | -31.5% | -31.0% |
| 5Y | -35.7% | +21.4% | -57.1% | -51.3% |
| All | +136.8% | +28.5% | +108.2% | +64.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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