+123.9%
WDAY vs WMB
+267.9%
-144.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.7% | -5.1% | -2.3% |
| 7D | -4.0% | -6.7% | +2.7% | -2.6% |
| 30D | +1.9% | -8.6% | +10.5% | +3.7% |
| 3M | +5.9% | -4.9% | +10.8% | +6.3% |
| 6M | +48.8% | -6.3% | +55.1% | +48.8% |
| YTD | -11.4% | +13.0% | -24.4% | -16.7% |
| 1Y | -15.5% | +14.9% | -30.5% | -21.0% |
| 3Y | -15.6% | +113.4% | -129.0% | -36.0% |
| 5Y | -35.2% | +190.2% | -225.3% | -55.9% |
| 10Y | +123.9% | +259.9% | -136.0% | +29.3% |
| All | +123.9% | +267.9% | -144.0% | +29.3% |
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