+111.5%
WDAY vs WPM
+545.0%
-433.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.7% | +3.2% | -0.1% |
| 7D | -10.5% | -3.6% | -6.9% | -10.2% |
| 30D | +2.1% | +12.5% | -10.4% | +0.7% |
| 3M | +34.6% | +40.6% | -6.0% | +29.4% |
| 6M | +29.9% | +0.5% | +29.4% | +29.1% |
| YTD | -13.8% | +29.0% | -42.9% | -18.0% |
| 1Y | -18.3% | +43.8% | -62.1% | -23.8% |
| 3Y | -26.2% | +266.3% | -292.4% | -41.8% |
| 5Y | -30.8% | +255.1% | -285.9% | -46.1% |
| All | +111.5% | +545.0% | -433.5% | +64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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