+113.2%
WDC vs WDAY
-14.6%
+127.8%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +2.0% | -8.7% | -6.0% |
| 7D | -18.3% | -1.2% | -17.1% | -18.6% |
| 30D | -26.7% | +6.8% | -33.5% | -24.6% |
| 3M | -40.9% | +17.8% | -58.8% | -36.2% |
| 6M | -26.8% | +57.8% | -84.6% | -4.4% |
| YTD | +88.2% | -6.0% | +94.2% | +154.9% |
| 1Y | +113.2% | -13.5% | +126.7% | +194.6% |
| All | +113.2% | -14.6% | +127.8% | +194.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WDAY.
Daily Out/Under-Performance
Portfolio return minus WDAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WDAY 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 1y: compounded portfolio wealth divided by compounded WDAY 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…
1y analysis · Full analysis span regression · 6 months rolling