+992.6%
WDC vs WDAY
-32.3%
+1,024.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.9% | +7.0% | +2.6% |
| 7D | +6.0% | -6.1% | +12.1% | +6.5% |
| 30D | +9.9% | +3.7% | +6.2% | +9.1% |
| 3M | -9.4% | +29.6% | -39.0% | -12.7% |
| 6M | +94.7% | +23.3% | +71.4% | +88.2% |
| YTD | +177.4% | -13.3% | +190.6% | +194.7% |
| 1Y | +412.6% | -19.6% | +432.2% | +454.2% |
| 3Y | +1,359.8% | -25.7% | +1,385.4% | +1,463.9% |
| 5Y | +992.6% | -31.6% | +1,024.1% | +996.7% |
| All | +992.6% | -32.3% | +1,024.9% | +996.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling