-31.0%
WDAY vs Z
-65.5%
+34.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -6.4% | +1.6% | -2.8% |
| 7D | -6.1% | -3.3% | -2.8% | -5.1% |
| 30D | +3.7% | -3.7% | +7.4% | +5.3% |
| 3M | +29.6% | -7.0% | +36.6% | +32.9% |
| 6M | +23.3% | -29.5% | +52.8% | +36.1% |
| YTD | -13.3% | -52.6% | +39.3% | +6.5% |
| 1Y | -19.6% | -64.0% | +44.4% | +5.9% |
| 3Y | -25.7% | -36.4% | +10.8% | -20.4% |
| All | -31.0% | -65.5% | +34.5% | -28.7% |
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