+303.5%
WDAY vs WY
+33.1%
+270.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.7% | +1.3% | +2.4% |
| 7D | +1.8% | -0.8% | +2.7% | +2.2% |
| 30D | +4.1% | +10.1% | -6.0% | -0.1% |
| 3M | -4.8% | -15.4% | +10.5% | +1.5% |
| 6M | +68.6% | -8.3% | +76.9% | +73.0% |
| YTD | -8.5% | -9.8% | +1.3% | -6.7% |
| 1Y | -12.1% | -3.9% | -8.2% | -12.8% |
| 3Y | -13.2% | -23.3% | +10.1% | -7.7% |
| 5Y | -33.7% | -31.2% | -2.5% | -26.1% |
| 10Y | +137.4% | +5.5% | +131.9% | +104.6% |
| All | +303.5% | +33.1% | +270.4% | +214.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling