+302.1%
WDAY vs WCC
+538.1%
-236.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +3.9% | -9.2% | -6.3% |
| 7D | -4.4% | +4.5% | -8.8% | -5.5% |
| 30D | +14.7% | -5.8% | +20.5% | +16.0% |
| 3M | +32.4% | -3.7% | +36.0% | +31.4% |
| 6M | +36.9% | +23.1% | +13.8% | +24.8% |
| YTD | -8.8% | +44.2% | -53.0% | -21.0% |
| 1Y | -15.3% | +62.1% | -77.4% | -29.5% |
| 3Y | -21.2% | +121.1% | -142.3% | -43.5% |
| 5Y | -29.5% | +214.0% | -243.5% | -56.5% |
| 10Y | +120.0% | +472.8% | -352.8% | -2.3% |
| All | +302.1% | +538.1% | -236.0% | +95.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling