+282.1%
WDAY vs WTW
+319.6%
-37.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.6% | +3.4% | +1.7% |
| 7D | -7.4% | -7.1% | -0.3% | -3.7% |
| 30D | +1.0% | -8.5% | +9.5% | +5.8% |
| 3M | +32.7% | +20.6% | +12.1% | +20.5% |
| 6M | +25.6% | +7.2% | +18.4% | +20.5% |
| YTD | -13.4% | -3.9% | -9.5% | -12.5% |
| 1Y | -19.4% | -3.6% | -15.8% | -18.9% |
| 3Y | -25.8% | +60.7% | -86.4% | -44.6% |
| 5Y | -31.1% | +42.2% | -73.2% | -45.5% |
| 10Y | +113.3% | +195.5% | -82.1% | +10.1% |
| All | +282.1% | +319.6% | -37.5% | +92.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling