+111.5%
WDAY vs WAB
+292.7%
-181.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -10.5% | -0.2% | -10.4% | -10.5% |
| 30D | +2.1% | -5.9% | +8.0% | +4.0% |
| 3M | +34.6% | +9.4% | +25.3% | +29.3% |
| 6M | +29.9% | +13.8% | +16.1% | +21.5% |
| YTD | -13.8% | +31.8% | -45.6% | -24.0% |
| 1Y | -18.3% | +48.5% | -66.8% | -31.1% |
| 3Y | -26.2% | +167.0% | -193.1% | -50.2% |
| 5Y | -30.8% | +222.3% | -253.1% | -56.6% |
| All | +111.5% | +292.7% | -181.2% | +10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 10y: compounded portfolio wealth divided by compounded WAB 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…
10y analysis · Full analysis span regression · 6 months rolling