-31.6%
WDAY vs WCC
+229.6%
-261.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.5% | -7.3% | -5.3% |
| 7D | -6.1% | +8.5% | -14.6% | -7.6% |
| 30D | +3.7% | -1.0% | +4.7% | +3.6% |
| 3M | +29.6% | +2.1% | +27.5% | +27.5% |
| 6M | +23.3% | +36.8% | -13.5% | +10.8% |
| YTD | -13.3% | +47.7% | -61.0% | -24.2% |
| 1Y | -19.6% | +66.5% | -86.2% | -32.6% |
| 3Y | -25.7% | +134.2% | -159.8% | -47.4% |
| 5Y | -31.6% | +231.6% | -263.2% | -59.7% |
| All | -31.6% | +229.6% | -261.2% | -59.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling