+131.4%
WDAY vs W
+212.6%
-81.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.7% | +3.0% | 0.0% |
| 7D | -4.6% | +1.1% | -5.7% | -4.9% |
| 30D | +1.2% | +6.4% | -5.2% | -0.2% |
| 3M | +2.6% | +9.0% | -6.4% | +0.4% |
| 6M | +47.8% | +69.8% | -22.0% | +31.2% |
| YTD | -12.1% | +12.1% | -24.1% | -17.0% |
| 1Y | -17.1% | 0.0% | -17.2% | -20.4% |
| 3Y | -17.9% | +160.3% | -178.2% | -40.0% |
| 5Y | -35.1% | -53.3% | +18.2% | -43.5% |
| 10Y | +130.1% | +217.0% | -86.8% | +33.2% |
| All | +131.4% | +212.6% | -81.2% | +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