-34.1%
WDAY vs Z
-55.4%
+21.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.4% | -1.2% | -2.8% |
| 7D | -2.5% | -4.6% | +2.1% | -1.4% |
| 30D | +4.7% | +8.3% | -3.6% | +1.2% |
| 3M | +13.3% | -11.6% | +24.9% | +17.1% |
| 6M | +57.3% | -33.6% | +90.9% | +77.1% |
| YTD | -10.2% | -56.7% | +46.5% | +13.9% |
| 1Y | -14.1% | -59.1% | +45.1% | +10.7% |
| 3Y | -11.7% | -20.4% | +8.7% | -14.2% |
| All | -34.1% | -55.4% | +21.3% | -29.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling