+117.9%
WFC vs WDAY
+133.1%
-15.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.2% |
| 7D | -1.3% | -5.3% | +4.0% | -0.2% |
| 30D | +3.6% | +1.5% | +2.0% | +3.1% |
| 3M | -1.3% | +5.5% | -6.8% | -3.1% |
| 6M | +18.0% | +57.4% | -39.5% | +5.2% |
| YTD | -5.9% | -11.0% | +5.1% | -5.7% |
| 1Y | +1.8% | -15.8% | +17.6% | +3.1% |
| 3Y | +125.0% | -16.9% | +141.9% | +123.5% |
| 5Y | +92.0% | -35.3% | +127.2% | +95.3% |
| 10Y | +117.9% | +131.0% | -13.1% | +60.3% |
| All | +117.9% | +133.1% | -15.2% | +60.3% |
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