-20.8%
WDAY vs WST
-15.6%
-5.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.8% | -4.6% | -5.3% |
| 7D | -4.4% | +0.7% | -5.1% | -4.4% |
| 30D | +14.7% | -3.1% | +17.9% | +15.0% |
| 3M | +32.4% | +7.2% | +25.2% | +31.5% |
| 6M | +36.9% | +36.8% | +0.1% | +33.1% |
| YTD | -8.8% | +23.8% | -32.7% | -10.7% |
| 1Y | -15.3% | +37.8% | -53.1% | -17.8% |
| All | -20.8% | -15.6% | -5.2% | -21.7% |
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 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