-25.6%
WDAY vs ZYBT
-58.9%
+33.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +0.3% |
| 7D | -5.2% | -3.7% | -1.4% | -5.1% |
| 30D | +5.9% | 0.0% | +5.9% | +5.9% |
| 3M | +42.3% | +72.2% | -30.0% | +39.8% |
| 6M | +34.7% | +103.1% | -68.4% | +31.5% |
| YTD | -13.5% | +34.8% | -48.3% | -15.1% |
| 1Y | -18.1% | -83.2% | +65.1% | -17.6% |
| All | -25.6% | -58.9% | +33.3% | -28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 3y: compounded portfolio wealth divided by compounded ZYBT 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…
3y analysis · Full analysis span regression · 6 months rolling