+411.1%
WDC vs WDAY
-19.9%
+430.9%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.2% | +1.0% |
| 7D | +7.5% | -7.4% | +14.8% | +4.5% |
| 30D | +10.1% | +1.0% | +9.0% | +10.6% |
| 3M | -6.8% | +32.7% | -39.5% | +12.5% |
| 6M | +84.1% | +25.6% | +58.6% | +126.1% |
| YTD | +180.3% | -13.4% | +193.6% | +242.7% |
| 1Y | +411.1% | -19.4% | +430.4% | +523.7% |
| All | +411.1% | -19.9% | +430.9% | +523.7% |
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