-17.1%
WDAY vs Z
-60.5%
+43.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.5% | +4.8% | +1.8% |
| 7D | -4.6% | -6.5% | +1.9% | -2.5% |
| 30D | +1.2% | -0.1% | +1.3% | -0.4% |
| 3M | +2.6% | -14.1% | +16.7% | +9.0% |
| 6M | +47.8% | -30.1% | +77.8% | +67.2% |
| YTD | -12.1% | -57.5% | +45.5% | +16.8% |
| 1Y | -17.1% | -60.3% | +43.2% | +12.6% |
| All | -17.1% | -60.5% | +43.4% | +12.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling