-25.7%
WDAY vs WWD
+164.2%
-189.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.0% | -2.8% | -4.8% |
| 7D | -6.1% | +0.8% | -6.9% | -6.1% |
| 30D | +3.7% | -6.4% | +10.1% | +3.8% |
| 3M | +29.6% | -5.6% | +35.2% | +28.9% |
| 6M | +23.3% | -9.1% | +32.4% | +22.6% |
| YTD | -13.3% | +12.5% | -25.8% | -18.3% |
| 1Y | -19.6% | +41.3% | -61.0% | -29.2% |
| 3Y | -25.7% | +170.2% | -195.9% | -46.4% |
| All | -25.7% | +164.2% | -189.8% | -46.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling