+112.2%
WDAY vs WTW
+198.0%
-85.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.3% | +0.3% |
| 7D | -5.2% | -5.7% | +0.6% | -2.2% |
| 30D | +5.9% | -7.3% | +13.2% | +10.1% |
| 3M | +42.3% | +21.5% | +20.8% | +28.7% |
| 6M | +34.7% | +9.6% | +25.1% | +27.7% |
| YTD | -13.5% | -3.3% | -10.3% | -13.0% |
| 1Y | -18.1% | -6.1% | -11.9% | -16.5% |
| 3Y | -26.4% | +61.8% | -88.2% | -45.5% |
| 5Y | -30.6% | +42.7% | -73.3% | -45.5% |
| All | +112.2% | +198.0% | -85.8% | +11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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