-15.8%
WDAY vs WST
+22.8%
-38.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -4.8% | +4.9% | -9.6% | -5.0% |
| 30D | +2.5% | +10.7% | -8.2% | +1.8% |
| 3M | +8.8% | +16.8% | -8.1% | +7.6% |
| 6M | +60.7% | +32.0% | +28.7% | +57.7% |
| YTD | -11.2% | +49.9% | -61.2% | -14.0% |
| 1Y | -15.6% | +50.6% | -66.3% | -18.3% |
| All | -15.8% | +22.8% | -38.6% | -19.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling