+314.5%
WDAY vs WM
+908.7%
-594.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.6% | +0.3% | +1.1% |
| 7D | -1.2% | +5.9% | -7.2% | -4.2% |
| 30D | +6.8% | +15.4% | -8.6% | -1.0% |
| 3M | +17.8% | +6.3% | +11.5% | +13.9% |
| 6M | +57.8% | +5.6% | +52.2% | +53.3% |
| YTD | -6.0% | +9.9% | -16.0% | -11.0% |
| 1Y | -13.5% | +20.8% | -34.4% | -22.2% |
| 3Y | -7.6% | +48.5% | -56.1% | -27.9% |
| 5Y | -30.5% | +60.6% | -91.1% | -48.7% |
| 10Y | +143.9% | +349.8% | -205.9% | -2.5% |
| All | +314.5% | +908.7% | -594.2% | +19.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling