-13.5%
WDAY vs W
+21.5%
-35.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +11.0% | -9.0% | +1.1% |
| 7D | -1.2% | +8.4% | -9.6% | -2.0% |
| 30D | +6.8% | +16.5% | -9.7% | +5.4% |
| 3M | +17.8% | +6.4% | +11.4% | +16.9% |
| 6M | +57.8% | +90.5% | -32.7% | +51.5% |
| YTD | -6.0% | +23.1% | -29.1% | -9.0% |
| 1Y | -13.5% | +24.3% | -37.8% | -16.5% |
| All | -13.5% | +21.5% | -35.0% | -16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 1y: compounded portfolio wealth divided by compounded W 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…
1y analysis · Full analysis span regression · 6 months rolling