+130.1%
WDAY vs Z
-19.5%
+149.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.5% | +4.8% | +0.9% |
| 7D | -4.6% | -6.5% | +1.9% | -3.0% |
| 30D | +1.2% | -0.1% | +1.3% | +0.6% |
| 3M | +2.6% | -14.1% | +16.7% | +6.5% |
| 6M | +47.8% | -30.1% | +77.8% | +62.8% |
| YTD | -12.1% | -57.5% | +45.5% | +10.8% |
| 1Y | -17.1% | -60.3% | +43.2% | +6.2% |
| 3Y | -17.9% | -21.0% | +3.2% | -18.6% |
| 5Y | -35.1% | -54.9% | +19.8% | -28.6% |
| 10Y | +130.1% | -16.0% | +146.2% | +77.1% |
| All | +130.1% | -19.5% | +149.6% | +77.1% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 10y: compounded portfolio wealth divided by compounded Z 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…
10y analysis · Full analysis span regression · 6 months rolling