-15.6%
WDAY vs WM
+45.6%
-61.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | -4.0% | -0.5% | -3.5% | -3.8% |
| 30D | +1.9% | +13.3% | -11.4% | -2.0% |
| 3M | +5.9% | +4.4% | +1.5% | +4.3% |
| 6M | +48.8% | +10.8% | +38.0% | +45.0% |
| YTD | -11.4% | +9.1% | -20.5% | -13.4% |
| 1Y | -15.5% | +19.1% | -34.7% | -19.1% |
| 3Y | -15.6% | +45.7% | -61.3% | -23.3% |
| All | -15.6% | +45.6% | -61.2% | -23.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling