-31.1%
WDAY vs WPM
+261.4%
-292.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.2% |
| 7D | -7.4% | +3.9% | -11.3% | -7.7% |
| 30D | +1.0% | +17.7% | -16.7% | -0.4% |
| 3M | +32.7% | +39.4% | -6.8% | +28.8% |
| 6M | +25.6% | +6.4% | +19.2% | +24.9% |
| YTD | -13.4% | +34.0% | -47.4% | -18.1% |
| 1Y | -19.4% | +50.5% | -69.9% | -25.9% |
| 3Y | -25.8% | +280.3% | -306.1% | -47.2% |
| 5Y | -31.1% | +266.3% | -297.4% | -53.4% |
| All | -31.1% | +261.4% | -292.5% | -53.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling