-19.4%
WDAY vs WAT
+30.7%
-50.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.3% |
| 7D | -7.4% | -1.8% | -5.6% | -6.8% |
| 30D | +1.0% | -1.7% | +2.7% | +1.4% |
| 3M | +32.7% | +9.1% | +23.6% | +28.9% |
| 6M | +25.6% | +32.4% | -6.8% | +15.5% |
| YTD | -13.4% | +6.6% | -20.0% | -14.5% |
| 1Y | -19.4% | +34.7% | -54.1% | -18.9% |
| All | -19.4% | +30.7% | -50.0% | -18.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling