-11.7%
WDAY vs W
+123.5%
-135.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.4% | -2.2% | -3.5% |
| 7D | -2.5% | -3.6% | +1.1% | -2.2% |
| 30D | +4.7% | +7.0% | -2.3% | +3.8% |
| 3M | +13.3% | +7.4% | +5.9% | +12.1% |
| 6M | +57.3% | +69.3% | -12.0% | +46.8% |
| YTD | -10.2% | +11.3% | -21.5% | -12.8% |
| 1Y | -14.1% | +13.2% | -27.3% | -17.0% |
| 3Y | -11.7% | +142.0% | -153.7% | -27.5% |
| All | -11.7% | +123.5% | -135.2% | -27.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling