+131.0%
WDAY vs WWD
+468.3%
-337.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | +0.9% |
| 7D | -5.3% | +3.7% | -9.0% | -6.3% |
| 30D | +1.5% | +1.8% | -0.3% | +0.6% |
| 3M | +5.5% | -5.0% | +10.4% | +6.1% |
| 6M | +57.4% | -8.4% | +65.8% | +57.9% |
| YTD | -11.0% | +12.3% | -23.3% | -18.4% |
| 1Y | -15.8% | +26.2% | -42.0% | -26.2% |
| 3Y | -16.9% | +154.6% | -171.5% | -44.7% |
| 5Y | -35.3% | +195.3% | -230.5% | -60.0% |
| 10Y | +131.0% | +466.3% | -335.3% | +14.5% |
| All | +131.0% | +468.3% | -337.3% | +14.5% |
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