+113.3%
WDAY vs WWD
+479.8%
-366.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | -7.4% | +0.6% | -8.0% | -7.5% |
| 30D | +1.0% | -5.1% | +6.1% | +2.2% |
| 3M | +32.7% | -11.2% | +43.9% | +35.6% |
| 6M | +25.6% | -12.0% | +37.6% | +27.0% |
| YTD | -13.4% | +12.0% | -25.4% | -20.1% |
| 1Y | -19.4% | +42.8% | -62.2% | -32.1% |
| 3Y | -25.8% | +168.9% | -194.7% | -51.3% |
| 5Y | -31.1% | +192.2% | -223.3% | -57.1% |
| 10Y | +113.3% | +495.3% | -382.0% | -0.6% |
| All | +113.3% | +479.8% | -366.5% | -0.6% |
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