-26.1%
WDAY vs WCN
+20.9%
-47.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.0% | -3.8% | -4.5% |
| 7D | -6.1% | -0.4% | -5.7% | -5.9% |
| 30D | +3.7% | -2.1% | +5.8% | +4.5% |
| 3M | +29.6% | +6.4% | +23.2% | +28.1% |
| 6M | +23.3% | -3.7% | +27.0% | +25.4% |
| YTD | -13.3% | -6.4% | -6.9% | -11.3% |
| 1Y | -19.6% | -7.9% | -11.7% | -17.4% |
| All | -26.1% | +20.9% | -47.1% | -29.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling