-31.6%
WDAY vs WWD
+192.1%
-223.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.0% | -2.8% | -4.5% |
| 7D | -6.1% | +0.8% | -6.9% | -6.2% |
| 30D | +3.7% | -6.4% | +10.1% | +4.8% |
| 3M | +29.6% | -5.6% | +35.2% | +29.5% |
| 6M | +23.3% | -9.1% | +32.4% | +23.0% |
| YTD | -13.3% | +12.5% | -25.8% | -20.3% |
| 1Y | -19.6% | +41.3% | -61.0% | -32.6% |
| 3Y | -25.7% | +170.2% | -195.9% | -53.8% |
| 5Y | -31.6% | +192.5% | -224.1% | -62.0% |
| All | -31.6% | +192.1% | -223.7% | -62.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling