+130.1%
WDAY vs WMB
+265.8%
-135.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -1.1% |
| 7D | -4.6% | -6.9% | +2.3% | -3.1% |
| 30D | +1.2% | -7.2% | +8.4% | +2.6% |
| 3M | +2.6% | -5.4% | +8.0% | +3.1% |
| 6M | +47.8% | -4.9% | +52.6% | +47.2% |
| YTD | -12.1% | +14.7% | -26.8% | -17.6% |
| 1Y | -17.1% | +14.7% | -31.9% | -22.4% |
| 3Y | -17.9% | +116.4% | -134.2% | -37.9% |
| 5Y | -35.1% | +198.5% | -233.6% | -56.1% |
| 10Y | +130.1% | +266.3% | -136.2% | +32.5% |
| All | +130.1% | +265.8% | -135.7% | +32.5% |
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