+129.6%
WDAY vs Z
+6.9%
+122.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.4% | -1.2% | -2.9% |
| 7D | -2.5% | -4.6% | +2.1% | -1.5% |
| 30D | +4.7% | +8.3% | -3.6% | +1.6% |
| 3M | +13.3% | -11.6% | +24.9% | +16.7% |
| 6M | +57.3% | -33.6% | +90.9% | +75.9% |
| YTD | -10.2% | -56.7% | +46.5% | +12.5% |
| 1Y | -14.1% | -59.1% | +45.1% | +9.2% |
| 3Y | -11.7% | -20.4% | +8.7% | -12.6% |
| 5Y | -33.5% | -55.3% | +21.8% | -26.5% |
| 10Y | +133.1% | -14.2% | +147.3% | +80.3% |
| All | +129.6% | +6.9% | +122.8% | +53.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling