+145.9%
WDAY vs WING
+405.9%
-260.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.0% | -4.4% | -5.1% |
| 7D | -4.4% | -3.9% | -0.5% | -3.4% |
| 30D | +14.7% | -11.6% | +26.3% | +18.0% |
| 3M | +32.4% | -24.2% | +56.6% | +40.6% |
| 6M | +36.9% | -54.1% | +90.9% | +64.3% |
| YTD | -8.8% | -53.9% | +45.1% | +7.9% |
| 1Y | -15.3% | -64.4% | +49.1% | +6.7% |
| 3Y | -21.2% | -30.2% | +9.0% | -26.4% |
| 5Y | -29.5% | -34.1% | +4.6% | -37.1% |
| 10Y | +120.0% | +342.1% | -222.1% | +10.6% |
| All | +145.9% | +405.9% | -260.0% | +12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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