+302.1%
WDAY vs WY
+47.2%
+254.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.8% | -6.2% | -5.7% |
| 7D | -4.4% | -1.7% | -2.6% | -3.7% |
| 30D | +14.7% | -10.1% | +24.8% | +19.8% |
| 3M | +32.4% | -5.1% | +37.5% | +34.9% |
| 6M | +36.9% | -4.8% | +41.7% | +38.1% |
| YTD | -8.8% | -0.2% | -8.6% | -10.4% |
| 1Y | -15.3% | -6.6% | -8.7% | -14.6% |
| 3Y | -21.2% | -22.7% | +1.5% | -15.9% |
| 5Y | -29.5% | -22.2% | -7.3% | -25.3% |
| 10Y | +120.0% | +7.3% | +112.8% | +89.9% |
| All | +302.1% | +47.2% | +254.9% | +202.1% |
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