+302.1%
WDAY vs WAT
+405.4%
-103.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.0% | -4.4% | -4.9% |
| 7D | -4.4% | -1.3% | -3.1% | -3.8% |
| 30D | +14.7% | +2.3% | +12.4% | +13.5% |
| 3M | +32.4% | +8.7% | +23.6% | +26.8% |
| 6M | +36.9% | +28.3% | +8.6% | +20.7% |
| YTD | -8.8% | +7.8% | -16.6% | -13.3% |
| 1Y | -15.3% | +36.6% | -51.9% | -28.2% |
| 3Y | -21.2% | +45.7% | -66.9% | -39.6% |
| 5Y | -29.5% | -3.3% | -26.2% | -34.2% |
| 10Y | +120.0% | +162.1% | -42.1% | +13.7% |
| All | +302.1% | +405.4% | -103.3% | +59.3% |
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