+302.1%
WDAY vs WST
+1,279.4%
-977.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.8% | -4.6% | -5.1% |
| 7D | -4.4% | +0.7% | -5.1% | -4.6% |
| 30D | +14.7% | -3.1% | +17.9% | +15.9% |
| 3M | +32.4% | +7.2% | +25.2% | +28.5% |
| 6M | +36.9% | +36.8% | +0.1% | +20.3% |
| YTD | -8.8% | +23.8% | -32.7% | -17.1% |
| 1Y | -15.3% | +37.8% | -53.1% | -26.6% |
| 3Y | -21.2% | -15.9% | -5.3% | -24.9% |
| 5Y | -29.5% | -25.8% | -3.7% | -30.9% |
| 10Y | +120.0% | +319.6% | -199.6% | -18.9% |
| All | +302.1% | +1,279.4% | -977.3% | -13.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling