-18.3%
WDAY vs WCN
-9.4%
-8.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.1% |
| 7D | -10.5% | -4.4% | -6.1% | -9.1% |
| 30D | +2.1% | -4.4% | +6.5% | +3.8% |
| 3M | +34.6% | +0.5% | +34.2% | +36.1% |
| 6M | +29.9% | -3.3% | +33.2% | +33.0% |
| YTD | -13.8% | -8.5% | -5.3% | -11.5% |
| 1Y | -18.3% | -8.9% | -9.3% | -15.0% |
| All | -18.3% | -9.4% | -8.8% | -15.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling