+60.7%
WDAY vs WAB
+12.8%
+47.9%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -1.0% |
| 7D | -4.8% | +7.9% | -12.7% | -0.1% |
| 30D | +2.5% | +4.9% | -2.4% | +6.1% |
| 3M | +8.8% | +1.8% | +7.0% | +10.2% |
| 6M | +60.7% | +12.0% | +48.8% | +80.4% |
| All | +60.7% | +12.8% | +47.9% | +80.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling