-31.6%
WDAY vs W
-63.0%
+31.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.5% | -5.4% | -5.0% |
| 7D | -6.1% | +6.5% | -12.6% | -7.2% |
| 30D | +3.7% | -6.2% | +9.9% | +4.7% |
| 3M | +29.6% | +48.9% | -19.3% | +18.8% |
| 6M | +23.3% | +31.2% | -7.9% | +14.5% |
| YTD | -13.3% | -0.4% | -12.8% | -15.9% |
| 1Y | -19.6% | +14.8% | -34.5% | -25.2% |
| 3Y | -25.7% | +40.5% | -66.2% | -39.4% |
| 5Y | -31.6% | -62.1% | +30.6% | -41.0% |
| All | -31.6% | -63.0% | +31.4% | -41.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling