+282.6%
WDAY vs WSM
+1,270.7%
-988.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.2% | -5.0% | -4.9% |
| 7D | -6.1% | +2.6% | -8.7% | -6.8% |
| 30D | +3.7% | -9.5% | +13.2% | +6.4% |
| 3M | +29.6% | +12.9% | +16.7% | +25.0% |
| 6M | +23.3% | +23.0% | +0.3% | +15.5% |
| YTD | -13.3% | +28.9% | -42.2% | -20.1% |
| 1Y | -19.6% | +13.7% | -33.3% | -23.6% |
| 3Y | -25.7% | +232.6% | -258.3% | -51.7% |
| 5Y | -31.6% | +185.9% | -217.4% | -55.2% |
| 10Y | +109.9% | +998.6% | -888.7% | -19.7% |
| All | +282.6% | +1,270.7% | -988.1% | +43.7% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling