+1,221.2%
WDC vs WDAY
+293.1%
+928.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | 0.0% |
| 7D | -16.7% | -4.6% | -12.2% | -15.7% |
| 30D | -27.2% | +1.2% | -28.4% | -27.6% |
| 3M | -34.0% | +2.6% | -36.6% | -35.3% |
| 6M | -39.7% | +47.8% | -87.5% | -49.2% |
| YTD | +68.1% | -12.1% | +80.1% | +64.7% |
| 1Y | +66.3% | -17.1% | +83.4% | +66.4% |
| 3Y | +754.4% | -17.9% | +772.3% | +722.8% |
| 5Y | +595.8% | -35.1% | +630.9% | +602.4% |
| 10Y | +660.4% | +130.1% | +530.3% | +382.8% |
| All | +1,221.2% | +293.1% | +928.1% | +704.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling