+113.3%
WDAY vs Z
-5.7%
+119.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.1% |
| 7D | -7.4% | -7.1% | -0.3% | -5.3% |
| 30D | +1.0% | -4.8% | +5.8% | +2.8% |
| 3M | +32.7% | -9.3% | +42.0% | +37.1% |
| 6M | +25.6% | -29.0% | +54.6% | +38.4% |
| YTD | -13.4% | -52.9% | +39.5% | +6.9% |
| 1Y | -19.4% | -63.1% | +43.8% | +6.1% |
| 3Y | -25.8% | -36.9% | +11.1% | -20.6% |
| 5Y | -31.1% | -65.5% | +34.4% | -19.4% |
| 10Y | +113.3% | -3.9% | +117.2% | +62.6% |
| All | +113.3% | -5.7% | +119.0% | +62.6% |
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