+296.2%
WDAY vs WMB
+276.2%
+20.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.3% | -3.4% | -3.6% |
| 7D | -2.5% | -13.8% | +11.3% | +0.5% |
| 30D | +4.7% | -10.3% | +15.0% | +6.8% |
| 3M | +13.3% | -10.1% | +23.4% | +15.1% |
| 6M | +57.3% | -11.8% | +69.1% | +59.6% |
| YTD | -10.2% | +8.9% | -19.1% | -13.7% |
| 1Y | -14.1% | +14.0% | -28.0% | -18.4% |
| 3Y | -11.7% | +100.5% | -112.2% | -27.7% |
| 5Y | -33.5% | +179.5% | -213.0% | -50.1% |
| 10Y | +133.1% | +272.7% | -139.7% | +53.1% |
| All | +296.2% | +276.2% | +20.0% | +147.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling