+290.7%
WDAY vs WAT
+488.5%
-197.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.2% | -5.6% | -3.2% |
| 7D | -4.0% | +6.0% | -10.0% | -6.6% |
| 30D | +1.9% | +9.9% | -8.0% | -2.5% |
| 3M | +5.9% | +17.2% | -11.3% | -1.8% |
| 6M | +48.8% | +34.2% | +14.6% | +29.3% |
| YTD | -11.4% | +25.5% | -36.9% | -21.5% |
| 1Y | -15.5% | +28.3% | -43.8% | -25.9% |
| 3Y | -15.6% | +88.4% | -104.0% | -42.8% |
| 5Y | -35.2% | +36.1% | -71.3% | -48.9% |
| 10Y | +123.9% | +234.8% | -111.0% | +3.2% |
| All | +290.7% | +488.5% | -197.9% | +44.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling