-21.8%
WDAY vs W
+41.4%
-63.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.5% | -7.9% | -5.7% |
| 7D | -4.4% | -4.2% | -0.2% | -3.9% |
| 30D | +14.7% | -7.6% | +22.3% | +15.6% |
| 3M | +32.4% | +37.2% | -4.8% | +26.8% |
| 6M | +36.9% | +26.3% | +10.6% | +31.7% |
| YTD | -8.8% | -1.0% | -7.9% | -10.2% |
| 1Y | -15.3% | +20.1% | -35.4% | -19.3% |
| All | -21.8% | +41.4% | -63.3% | -34.6% |
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