-7.6%
WDAY vs WM
+48.5%
-56.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.6% | +0.3% | +1.5% |
| 7D | -1.2% | +5.9% | -7.2% | -3.0% |
| 30D | +6.8% | +15.4% | -8.6% | +2.1% |
| 3M | +17.8% | +6.3% | +11.5% | +15.4% |
| 6M | +57.8% | +5.6% | +52.2% | +55.2% |
| YTD | -6.0% | +9.9% | -16.0% | -8.3% |
| 1Y | -13.5% | +20.8% | -34.4% | -17.5% |
| All | -7.6% | +48.5% | -56.1% | -16.6% |
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 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