+302.1%
WDAY vs WCN
+824.6%
-522.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.2% | -4.2% | -4.7% |
| 7D | -4.4% | -0.6% | -3.7% | -3.9% |
| 30D | +14.7% | +0.4% | +14.3% | +14.5% |
| 3M | +32.4% | +7.3% | +25.0% | +27.0% |
| 6M | +36.9% | -2.5% | +39.4% | +38.3% |
| YTD | -8.8% | -5.4% | -3.5% | -6.5% |
| 1Y | -15.3% | -8.5% | -6.8% | -11.6% |
| 3Y | -21.2% | +20.8% | -42.0% | -33.5% |
| 5Y | -29.5% | +30.0% | -59.5% | -43.7% |
| 10Y | +120.0% | +238.4% | -118.4% | -3.4% |
| All | +302.1% | +824.6% | -522.5% | +4.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling