+133.0%
WDAY vs W
+224.6%
-91.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.6% | -6.0% | -2.2% |
| 7D | -4.0% | +3.3% | -7.3% | -4.7% |
| 30D | +1.9% | +10.5% | -8.6% | -0.1% |
| 3M | +5.9% | +9.6% | -3.8% | +3.6% |
| 6M | +48.8% | +76.4% | -27.6% | +31.3% |
| YTD | -11.4% | +16.4% | -27.8% | -16.9% |
| 1Y | -15.5% | +9.3% | -24.9% | -20.2% |
| 3Y | -15.6% | +172.8% | -188.4% | -38.8% |
| 5Y | -35.2% | -53.4% | +18.2% | -43.6% |
| 10Y | +123.9% | +243.6% | -119.8% | +28.2% |
| All | +133.0% | +224.6% | -91.7% | +32.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling