+113.3%
WDAY vs W
+142.4%
-29.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | -7.4% | +5.9% | -13.3% | -8.4% |
| 30D | +1.0% | -3.0% | +4.1% | +1.4% |
| 3M | +32.7% | +40.3% | -7.7% | +22.4% |
| 6M | +25.6% | +32.2% | -6.6% | +15.8% |
| YTD | -13.4% | -0.3% | -13.1% | -16.4% |
| 1Y | -19.4% | +16.2% | -35.5% | -25.5% |
| 3Y | -25.8% | +40.7% | -66.5% | -40.0% |
| 5Y | -31.1% | -62.3% | +31.3% | -37.6% |
| 10Y | +113.3% | +162.2% | -48.9% | +22.0% |
| All | +113.3% | +142.4% | -29.1% | +22.0% |
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