+113.3%
WDAY vs WAT
+156.2%
-42.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.3% |
| 7D | -7.4% | -1.8% | -5.6% | -6.6% |
| 30D | +1.0% | -1.7% | +2.7% | +1.7% |
| 3M | +32.7% | +9.1% | +23.6% | +27.3% |
| 6M | +25.6% | +32.4% | -6.8% | +10.1% |
| YTD | -13.4% | +6.6% | -20.0% | -16.9% |
| 1Y | -19.4% | +34.7% | -54.1% | -30.6% |
| 3Y | -25.8% | +53.6% | -79.4% | -44.0% |
| 5Y | -31.1% | -4.1% | -27.0% | -35.0% |
| 10Y | +113.3% | +167.9% | -54.5% | +15.0% |
| All | +113.3% | +156.2% | -42.9% | +15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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