+144.0%
WDAY vs WAT
+222.4%
-78.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.4% | +3.5% | +3.2% |
| 7D | +1.8% | +0.6% | +1.3% | +1.5% |
| 30D | +4.1% | +5.4% | -1.3% | +1.4% |
| 3M | -4.8% | +11.3% | -16.1% | -9.5% |
| 6M | +68.6% | +37.4% | +31.2% | +45.8% |
| YTD | -8.5% | +21.2% | -29.7% | -17.3% |
| 1Y | -12.1% | +21.3% | -33.4% | -20.6% |
| 3Y | -13.2% | +83.4% | -96.6% | -39.9% |
| 5Y | -33.7% | +29.0% | -62.7% | -45.9% |
| All | +144.0% | +222.4% | -78.5% | +16.5% |
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