+131.0%
WDAY vs WST
+452.9%
-321.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | -5.3% | +1.1% | -6.4% | -5.7% |
| 30D | +1.5% | +12.4% | -10.8% | -2.2% |
| 3M | +5.5% | +17.6% | -12.1% | 0.0% |
| 6M | +57.4% | +28.3% | +29.2% | +44.7% |
| YTD | -11.0% | +50.5% | -61.5% | -23.2% |
| 1Y | -15.8% | +49.4% | -65.2% | -27.2% |
| 3Y | -16.9% | +21.9% | -38.8% | -30.8% |
| 5Y | -35.3% | +0.4% | -35.6% | -42.8% |
| 10Y | +131.0% | +451.5% | -320.5% | -12.7% |
| All | +131.0% | +452.9% | -321.8% | -12.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling