+144.0%
WDAY vs WWD
+439.4%
-295.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.6% | +3.7% | +3.2% |
| 7D | +1.8% | +4.0% | -2.1% | +0.7% |
| 30D | +4.1% | +0.4% | +3.7% | +3.5% |
| 3M | -4.8% | -7.9% | +3.1% | -3.4% |
| 6M | +68.6% | -10.6% | +79.3% | +70.2% |
| YTD | -8.5% | +9.4% | -17.9% | -15.6% |
| 1Y | -12.1% | +25.7% | -37.8% | -23.0% |
| 3Y | -13.2% | +148.5% | -161.7% | -41.9% |
| 5Y | -33.7% | +189.5% | -223.2% | -58.9% |
| All | +144.0% | +439.4% | -295.4% | +19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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