-31.1%
WDAY vs WY
-20.4%
-10.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.1% |
| 7D | -7.4% | -1.7% | -5.7% | -6.8% |
| 30D | +1.0% | -9.9% | +10.9% | +5.3% |
| 3M | +32.7% | -7.5% | +40.2% | +36.6% |
| 6M | +25.6% | -5.1% | +30.7% | +26.9% |
| YTD | -13.4% | -2.1% | -11.3% | -14.4% |
| 1Y | -19.4% | -7.3% | -12.0% | -18.5% |
| 3Y | -25.8% | -22.6% | -3.1% | -20.6% |
| 5Y | -31.1% | -19.8% | -11.3% | -22.8% |
| All | -31.1% | -20.4% | -10.7% | -22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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