-15.3%
WDAY vs WSM
+19.9%
-35.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.1% | -7.5% | -5.5% |
| 7D | -4.4% | -3.3% | -1.1% | -4.1% |
| 30D | +14.7% | -8.4% | +23.1% | +15.5% |
| 3M | +32.4% | +9.7% | +22.7% | +32.1% |
| 6M | +36.9% | +16.7% | +20.2% | +37.3% |
| YTD | -8.8% | +28.7% | -37.5% | -9.5% |
| 1Y | -15.3% | +13.7% | -28.9% | -15.0% |
| All | -15.3% | +19.9% | -35.2% | -15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 1y: compounded portfolio wealth divided by compounded WSM 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…
1y analysis · Full analysis span regression · 6 months rolling