+144.0%
WDAY vs WAB
+266.7%
-122.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.8% | +3.9% | +3.3% |
| 7D | +1.8% | +5.1% | -3.2% | +0.2% |
| 30D | +4.1% | +4.0% | +0.1% | +2.5% |
| 3M | -4.8% | +0.1% | -4.9% | -5.3% |
| 6M | +68.6% | +12.8% | +55.8% | +59.5% |
| YTD | -8.5% | +40.1% | -48.6% | -21.2% |
| 1Y | -12.1% | +46.4% | -58.5% | -25.6% |
| 3Y | -13.2% | +167.4% | -180.6% | -41.6% |
| 5Y | -33.7% | +215.0% | -248.8% | -58.4% |
| All | +144.0% | +266.7% | -122.7% | +25.1% |
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