+126.4%
WDAY vs Z
+10.9%
+115.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.8% | -5.2% | -2.5% |
| 7D | -4.0% | -5.2% | +1.2% | -2.8% |
| 30D | +1.9% | +5.7% | -3.8% | -0.4% |
| 3M | +5.9% | -8.7% | +14.6% | +8.0% |
| 6M | +48.8% | -26.0% | +74.8% | +61.2% |
| YTD | -11.4% | -55.0% | +43.6% | +9.7% |
| 1Y | -15.5% | -58.0% | +42.5% | +6.4% |
| 3Y | -15.6% | -15.2% | -0.4% | -18.0% |
| 5Y | -35.2% | -53.8% | +18.6% | -29.1% |
| 10Y | +123.9% | -14.5% | +138.4% | +73.1% |
| All | +126.4% | +10.9% | +115.5% | +49.5% |
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