+303.5%
WDAY vs WPM
+301.3%
+2.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.3% | +3.3% | +3.1% |
| 7D | +1.8% | -3.6% | +5.4% | +2.1% |
| 30D | +4.1% | +1.4% | +2.6% | +3.8% |
| 3M | -4.8% | -0.2% | -4.7% | -5.1% |
| 6M | +68.6% | -7.3% | +75.9% | +68.7% |
| YTD | -8.5% | +12.3% | -20.9% | -11.0% |
| 1Y | -12.1% | +24.9% | -37.0% | -15.4% |
| 3Y | -13.2% | +210.4% | -223.6% | -25.2% |
| 5Y | -33.7% | +210.4% | -244.1% | -43.5% |
| 10Y | +137.4% | +731.7% | -594.2% | +92.8% |
| All | +303.5% | +301.3% | +2.2% | +217.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling