+109.9%
WDAY vs WST
+321.8%
-211.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.7% | -4.2% | -4.7% |
| 7D | -6.1% | -0.3% | -5.8% | -6.0% |
| 30D | +3.7% | -4.6% | +8.3% | +5.1% |
| 3M | +29.6% | +5.7% | +23.9% | +26.8% |
| 6M | +23.3% | +37.6% | -14.2% | +9.7% |
| YTD | -13.3% | +23.0% | -36.3% | -20.1% |
| 1Y | -19.6% | +33.8% | -53.5% | -28.6% |
| 3Y | -25.7% | -13.4% | -12.3% | -29.3% |
| 5Y | -31.6% | -27.0% | -4.6% | -32.1% |
| 10Y | +109.9% | +324.5% | -214.6% | -9.1% |
| All | +109.9% | +321.8% | -211.9% | -9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded WST 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling