+136.8%
WDAY vs WAB
+269.8%
-133.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.1% |
| 7D | -4.8% | +7.9% | -12.7% | -7.0% |
| 30D | +2.5% | +4.9% | -2.4% | +0.7% |
| 3M | +8.8% | +1.8% | +7.0% | +7.7% |
| 6M | +60.7% | +12.0% | +48.8% | +52.5% |
| YTD | -11.2% | +41.3% | -52.5% | -23.7% |
| 1Y | -15.6% | +43.8% | -59.5% | -28.0% |
| 3Y | -17.1% | +171.1% | -188.2% | -44.5% |
| 5Y | -35.7% | +217.7% | -253.4% | -59.7% |
| All | +136.8% | +269.8% | -133.0% | +21.1% |
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