+291.5%
WDAY vs WU
-22.0%
+313.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.2% |
| 7D | -4.8% | -5.3% | +0.5% | -2.9% |
| 30D | +2.5% | +9.0% | -6.5% | -1.0% |
| 3M | +8.8% | -3.6% | +12.3% | +10.1% |
| 6M | +60.7% | -19.4% | +80.1% | +71.8% |
| YTD | -11.2% | -21.7% | +10.5% | -4.4% |
| 1Y | -15.6% | -16.1% | +0.5% | -11.5% |
| 3Y | -17.1% | -24.1% | +7.0% | -12.2% |
| 5Y | -35.7% | -44.1% | +8.4% | -25.3% |
| 10Y | +130.4% | -39.6% | +170.0% | +144.3% |
| All | +291.5% | -22.0% | +313.5% | +278.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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