+136.8%
WDAY vs WMB
+284.4%
-147.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.0% | -0.5% |
| 7D | -4.8% | +8.1% | -12.8% | -6.5% |
| 30D | +2.5% | -6.9% | +9.4% | +3.8% |
| 3M | +8.8% | -5.1% | +13.9% | +9.3% |
| 6M | +60.7% | -5.7% | +66.4% | +60.9% |
| YTD | -11.2% | +18.1% | -29.3% | -17.4% |
| 1Y | -15.6% | +18.4% | -34.0% | -21.6% |
| 3Y | -17.1% | +122.7% | -139.8% | -37.7% |
| 5Y | -35.7% | +202.0% | -237.7% | -56.6% |
| All | +136.8% | +284.4% | -147.7% | +35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB 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 WMB 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