-13.2%
WDAY vs WCN
+52.1%
-65.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | 0.0% | +3.0% | +3.0% |
| 7D | +1.8% | +2.6% | -0.8% | +0.9% |
| 30D | +4.1% | +23.9% | -19.9% | -4.1% |
| 3M | -4.8% | +17.4% | -22.3% | -10.5% |
| 6M | +68.6% | +28.0% | +40.6% | +55.3% |
| YTD | -8.5% | +11.6% | -20.1% | -12.4% |
| 1Y | -12.1% | +16.9% | -29.0% | -17.2% |
| 3Y | -13.2% | +51.6% | -64.8% | -23.2% |
| All | -13.2% | +52.1% | -65.3% | -23.2% |
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