-13.2%
WDAY vs WMB
+121.9%
-135.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.5% | +3.6% | +3.0% |
| 7D | +1.8% | +7.8% | -6.0% | +2.6% |
| 30D | +4.1% | -5.1% | +9.2% | +3.7% |
| 3M | -4.8% | -4.7% | -0.1% | -5.1% |
| 6M | +68.6% | -7.4% | +76.0% | +68.6% |
| YTD | -8.5% | +17.5% | -26.0% | -11.6% |
| 1Y | -12.1% | +19.5% | -31.6% | -15.4% |
| 3Y | -13.2% | +121.3% | -134.5% | -20.6% |
| All | -13.2% | +121.9% | -135.0% | -20.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling