+126.7%
WFC vs WDAY
-32.3%
+159.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.9% | +2.6% | -1.4% |
| 7D | +1.1% | -6.1% | +7.2% | +2.1% |
| 30D | +0.8% | +3.7% | -2.9% | -0.3% |
| 3M | +9.3% | +29.6% | -20.3% | +3.3% |
| 6M | +10.6% | +23.3% | -12.7% | +4.9% |
| YTD | -4.1% | -13.3% | +9.2% | -2.4% |
| 1Y | +13.6% | -19.6% | +33.2% | +17.2% |
| 3Y | +130.7% | -25.7% | +156.4% | +136.3% |
| 5Y | +126.7% | -31.6% | +158.3% | +126.7% |
| All | +126.7% | -32.3% | +159.0% | +126.7% |
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