+131.0%
WDAY vs WCC
+453.1%
-322.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.3% | -2.1% | +0.5% |
| 7D | -5.3% | +3.3% | -8.6% | -6.2% |
| 30D | +1.5% | -9.4% | +11.0% | +2.9% |
| 3M | +5.5% | -10.5% | +16.0% | +6.5% |
| 6M | +57.4% | -10.4% | +67.8% | +56.5% |
| YTD | -11.0% | +34.4% | -45.4% | -22.1% |
| 1Y | -15.8% | +27.7% | -43.4% | -25.4% |
| 3Y | -16.9% | +137.9% | -154.8% | -41.9% |
| 5Y | -35.3% | +147.0% | -182.3% | -57.2% |
| 10Y | +131.0% | +442.5% | -311.5% | +10.3% |
| All | +131.0% | +453.1% | -322.1% | +10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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