+302.1%
WDAY vs WU
-18.7%
+320.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.0% | -4.4% | -5.0% |
| 7D | -4.4% | -0.8% | -3.5% | -4.1% |
| 30D | +14.7% | -1.1% | +15.8% | +15.4% |
| 3M | +32.4% | -3.9% | +36.2% | +33.1% |
| 6M | +36.9% | -20.7% | +57.5% | +47.2% |
| YTD | -8.8% | -18.4% | +9.5% | -3.0% |
| 1Y | -15.3% | -8.1% | -7.2% | -14.4% |
| 3Y | -21.2% | -24.2% | +3.0% | -16.6% |
| 5Y | -29.5% | -50.4% | +20.9% | -14.0% |
| 10Y | +120.0% | -40.0% | +160.1% | +134.7% |
| All | +302.1% | -18.7% | +320.8% | +283.8% |
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