+60.7%
WDAY vs WPM
-6.3%
+67.1%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.5% | -0.4% |
| 7D | -4.8% | -0.5% | -4.3% | -4.7% |
| 30D | +2.5% | -3.1% | +5.6% | +2.2% |
| 3M | +8.8% | -2.2% | +10.9% | +9.2% |
| 6M | +60.7% | -7.4% | +68.1% | +70.4% |
| All | +60.7% | -6.3% | +67.1% | +70.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling