-25.7%
WDAY vs WELL
+204.7%
-230.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.5% | -5.3% | -4.9% |
| 7D | -6.1% | -1.3% | -4.8% | -6.1% |
| 30D | +3.7% | +0.5% | +3.2% | +3.7% |
| 3M | +29.6% | +19.1% | +10.5% | +30.3% |
| 6M | +23.3% | +17.0% | +6.4% | +23.5% |
| YTD | -13.3% | +29.2% | -42.5% | -14.5% |
| 1Y | -19.6% | +42.1% | -61.8% | -22.6% |
| 3Y | -25.7% | +204.5% | -230.2% | -39.8% |
| All | -25.7% | +204.7% | -230.4% | -39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WELL.
Daily Out/Under-Performance
Portfolio return minus WELL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WELL 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 WELL 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