-30.8%
WDAY vs WSM
+171.2%
-202.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.1% | -0.1% |
| 7D | -10.5% | +0.4% | -11.0% | -10.7% |
| 30D | +2.1% | -10.7% | +12.8% | +5.1% |
| 3M | +34.6% | +8.5% | +26.2% | +31.4% |
| 6M | +29.9% | +19.6% | +10.3% | +22.7% |
| YTD | -13.8% | +26.6% | -40.4% | -20.2% |
| 1Y | -18.3% | +12.0% | -30.2% | -21.9% |
| 3Y | -26.2% | +226.6% | -252.8% | -55.5% |
| 5Y | -30.8% | +174.1% | -204.9% | -58.5% |
| All | -30.8% | +171.2% | -202.0% | -58.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling