+133.1%
WDAY vs Z
+25.1%
+108.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.1% | -3.3% | -4.7% |
| 7D | -4.4% | -3.0% | -1.4% | -3.5% |
| 30D | +14.7% | -4.2% | +18.9% | +16.4% |
| 3M | +32.4% | -3.7% | +36.1% | +34.3% |
| 6M | +36.9% | -24.5% | +61.4% | +48.0% |
| YTD | -8.8% | -49.3% | +40.5% | +10.0% |
| 1Y | -15.3% | -58.7% | +43.4% | +7.7% |
| 3Y | -21.2% | -34.1% | +12.9% | -16.9% |
| 5Y | -29.5% | -64.5% | +35.0% | -18.1% |
| 10Y | +120.0% | -0.5% | +120.5% | +64.1% |
| All | +133.1% | +25.1% | +108.0% | +50.0% |
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