+13.5%
WFC vs WDAY
-19.9%
+33.3%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.1% | +2.0% |
| 7D | +0.4% | -7.4% | +7.8% | +0.9% |
| 30D | +2.5% | +1.0% | +1.4% | +2.3% |
| 3M | +10.0% | +32.7% | -22.7% | +7.3% |
| 6M | +15.1% | +25.6% | -10.5% | +13.9% |
| YTD | -2.2% | -13.4% | +11.2% | +2.9% |
| 1Y | +13.5% | -19.4% | +32.8% | +21.1% |
| All | +13.5% | -19.9% | +33.3% | +21.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling