+112.4%
WFC vs WDAY
+136.5%
-24.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.0% | -2.7% | -0.3% |
| 7D | +2.5% | +1.8% | +0.7% | +2.1% |
| 30D | +7.0% | +4.1% | +2.9% | +6.0% |
| 3M | -1.8% | -4.8% | +3.1% | -1.2% |
| 6M | +18.4% | +68.6% | -50.2% | +4.0% |
| YTD | -5.6% | -8.5% | +2.9% | -5.9% |
| 1Y | +3.9% | -12.1% | +16.0% | +4.3% |
| 3Y | +126.3% | -13.2% | +139.5% | +122.7% |
| 5Y | +91.1% | -33.7% | +124.9% | +93.6% |
| All | +112.4% | +136.5% | -24.1% | +53.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling