+130.1%
WDAY vs WAT
+228.2%
-98.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.4% | -0.6% |
| 7D | -4.6% | +3.4% | -8.0% | -6.0% |
| 30D | +1.2% | +9.6% | -8.4% | -3.0% |
| 3M | +2.6% | +15.5% | -12.9% | -4.0% |
| 6M | +47.8% | +33.9% | +13.9% | +29.3% |
| YTD | -12.1% | +25.2% | -37.2% | -21.6% |
| 1Y | -17.1% | +26.3% | -43.4% | -26.4% |
| 3Y | -17.9% | +85.8% | -103.7% | -43.3% |
| 5Y | -35.1% | +35.3% | -70.4% | -48.1% |
| 10Y | +130.1% | +231.8% | -101.7% | +7.6% |
| All | +130.1% | +228.2% | -98.0% | +7.6% |
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