-28.7%
WDAY vs WETO
-99.4%
+70.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.4% | +5.8% | +0.3% |
| 7D | -5.2% | -4.3% | -0.8% | -5.2% |
| 30D | +5.9% | -39.9% | +45.8% | +6.5% |
| 3M | +42.3% | -97.9% | +140.2% | +46.5% |
| 6M | +34.7% | -95.0% | +129.8% | +35.1% |
| YTD | -13.5% | -97.2% | +83.6% | -12.9% |
| 1Y | -18.1% | -98.9% | +80.8% | -17.4% |
| All | -28.7% | -99.4% | +70.7% | -27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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