+117.3%
WDAY vs WM
+306.5%
-189.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.2% | -4.1% | -4.8% |
| 7D | -4.4% | -0.3% | -4.1% | -4.2% |
| 30D | +14.7% | -2.4% | +17.1% | +16.1% |
| 3M | +32.4% | +0.4% | +31.9% | +32.2% |
| 6M | +36.9% | -9.5% | +46.4% | +43.7% |
| YTD | -8.8% | +0.5% | -9.3% | -9.4% |
| 1Y | -15.3% | -1.1% | -14.2% | -15.4% |
| 3Y | -21.2% | +46.0% | -67.2% | -38.4% |
| 5Y | -29.5% | +51.8% | -81.3% | -46.7% |
| All | +117.3% | +306.5% | -189.2% | -5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 10y: compounded portfolio wealth divided by compounded WM 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…
10y analysis · Full analysis span regression · 6 months rolling