+136.8%
WDAY vs WPM
+752.0%
-615.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.5% | 0.0% |
| 7D | -4.8% | -0.5% | -4.3% | -4.8% |
| 30D | +2.5% | -3.1% | +5.6% | +2.6% |
| 3M | +8.8% | -2.2% | +10.9% | +8.5% |
| 6M | +60.7% | -7.4% | +68.1% | +60.9% |
| YTD | -11.2% | +12.6% | -23.9% | -14.6% |
| 1Y | -15.6% | +22.8% | -38.5% | -20.0% |
| 3Y | -17.1% | +213.6% | -230.8% | -34.0% |
| 5Y | -35.7% | +211.2% | -246.9% | -49.6% |
| All | +136.8% | +752.0% | -615.2% | +80.6% |
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