+109.9%
WDAY vs WMB
+309.4%
-199.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.3% | -7.1% | -5.4% |
| 7D | -6.1% | +0.8% | -6.9% | -6.3% |
| 30D | +3.7% | +7.7% | -4.0% | +1.4% |
| 3M | +29.6% | +6.7% | +22.9% | +26.4% |
| 6M | +23.3% | +3.6% | +19.7% | +20.9% |
| YTD | -13.3% | +28.0% | -41.3% | -20.5% |
| 1Y | -19.6% | +37.6% | -57.3% | -28.2% |
| 3Y | -25.7% | +149.0% | -174.7% | -45.7% |
| 5Y | -31.6% | +285.3% | -316.9% | -57.1% |
| 10Y | +109.9% | +302.1% | -192.1% | +20.1% |
| All | +109.9% | +309.4% | -199.5% | +20.1% |
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