+136.8%
WDAY vs W
+211.1%
-74.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.3% | +0.2% |
| 7D | -4.8% | -1.7% | -3.1% | -4.5% |
| 30D | +2.5% | +3.2% | -0.7% | +1.5% |
| 3M | +8.8% | +8.3% | +0.5% | +6.4% |
| 6M | +60.7% | +84.3% | -23.6% | +39.2% |
| YTD | -11.2% | +11.0% | -22.3% | -16.4% |
| 1Y | -15.6% | -0.2% | -15.4% | -19.2% |
| 3Y | -17.1% | +157.9% | -175.1% | -40.9% |
| 5Y | -35.7% | -56.8% | +21.1% | -43.4% |
| All | +136.8% | +211.1% | -74.4% | +32.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling