+112.2%
WDAY vs WCN
+235.9%
-123.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | -5.2% | -3.1% | -2.0% | -3.2% |
| 30D | +5.9% | -3.4% | +9.3% | +8.4% |
| 3M | +42.3% | +3.0% | +39.3% | +40.2% |
| 6M | +34.7% | -3.8% | +38.5% | +37.4% |
| YTD | -13.5% | -8.3% | -5.2% | -9.4% |
| 1Y | -18.1% | -9.7% | -8.3% | -13.6% |
| 3Y | -26.4% | +17.2% | -43.5% | -37.3% |
| 5Y | -30.6% | +25.3% | -55.9% | -44.2% |
| All | +112.2% | +235.9% | -123.7% | -4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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