-31.6%
WDAY vs WAT
-4.5%
-27.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.6% | -3.3% | -4.3% |
| 7D | -6.1% | -0.7% | -5.4% | -5.8% |
| 30D | +3.7% | -1.0% | +4.7% | +4.0% |
| 3M | +29.6% | +10.9% | +18.7% | +24.2% |
| 6M | +23.3% | +33.2% | -9.8% | +9.9% |
| YTD | -13.3% | +6.1% | -19.3% | -16.0% |
| 1Y | -19.6% | +30.2% | -49.9% | -28.3% |
| 3Y | -25.7% | +52.9% | -78.5% | -42.5% |
| 5Y | -31.6% | -5.1% | -26.4% | -35.8% |
| All | -31.6% | -4.5% | -27.1% | -35.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling