-31.6%
WDAY vs WELL
+215.5%
-247.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.5% | -5.3% | -5.0% |
| 7D | -6.1% | -1.3% | -4.8% | -5.8% |
| 30D | +3.7% | +0.5% | +3.2% | +3.6% |
| 3M | +29.6% | +19.1% | +10.5% | +24.7% |
| 6M | +23.3% | +17.0% | +6.4% | +18.2% |
| YTD | -13.3% | +29.2% | -42.5% | -19.8% |
| 1Y | -19.6% | +42.1% | -61.8% | -28.4% |
| 3Y | -25.7% | +204.5% | -230.2% | -51.3% |
| 5Y | -31.6% | +211.0% | -242.5% | -57.1% |
| All | -31.6% | +215.5% | -247.1% | -57.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling