+287.9%
WDAY vs WAB
+680.6%
-392.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.5% | -1.3% |
| 7D | -4.6% | +4.0% | -8.6% | -6.1% |
| 30D | +1.2% | +6.3% | -5.1% | -1.3% |
| 3M | +2.6% | +3.3% | -0.7% | +0.8% |
| 6M | +47.8% | +14.5% | +33.3% | +37.8% |
| YTD | -12.1% | +42.7% | -54.7% | -26.1% |
| 1Y | -17.1% | +45.2% | -62.3% | -31.0% |
| 3Y | -17.9% | +173.8% | -191.6% | -47.9% |
| 5Y | -35.1% | +223.8% | -258.9% | -61.9% |
| 10Y | +130.1% | +280.5% | -150.4% | +11.4% |
| All | +287.9% | +680.6% | -392.6% | +42.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling