+1,359.8%
WDC vs WDAY
-25.5%
+1,385.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.9% | +7.0% | +1.6% |
| 7D | +6.0% | -6.1% | +12.1% | +5.3% |
| 30D | +9.9% | +3.7% | +6.2% | +10.3% |
| 3M | -9.4% | +29.6% | -39.0% | -4.8% |
| 6M | +94.7% | +23.3% | +71.4% | +107.5% |
| YTD | +177.4% | -13.3% | +190.6% | +215.1% |
| 1Y | +412.6% | -19.6% | +432.2% | +489.4% |
| 3Y | +1,359.8% | -25.7% | +1,385.4% | +1,547.8% |
| All | +1,359.8% | -25.5% | +1,385.2% | +1,547.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling