-31.6%
WDAY vs WAB
+231.1%
-262.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.6% | -5.4% | -5.0% |
| 7D | -6.1% | +1.7% | -7.8% | -6.6% |
| 30D | +3.7% | -2.4% | +6.1% | +4.4% |
| 3M | +29.6% | +9.7% | +19.9% | +24.0% |
| 6M | +23.3% | +16.5% | +6.8% | +13.1% |
| YTD | -13.3% | +33.7% | -47.0% | -26.2% |
| 1Y | -19.6% | +49.7% | -69.3% | -35.6% |
| 3Y | -25.7% | +170.9% | -196.6% | -57.5% |
| 5Y | -31.6% | +228.0% | -259.6% | -65.4% |
| All | -31.6% | +231.1% | -262.6% | -65.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling