+287.2%
WFC vs WDAY
+307.5%
-20.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.4% | +6.3% | +1.9% |
| 7D | +3.8% | -4.4% | +8.1% | +4.6% |
| 30D | +1.5% | +14.7% | -13.3% | -1.6% |
| 3M | +10.9% | +32.4% | -21.5% | +3.9% |
| 6M | +8.4% | +36.9% | -28.4% | -0.1% |
| YTD | -1.9% | -8.8% | +7.0% | -2.2% |
| 1Y | +12.3% | -15.3% | +27.6% | +13.4% |
| 3Y | +132.3% | -21.2% | +153.5% | +133.4% |
| 5Y | +130.1% | -29.5% | +159.6% | +129.5% |
| 10Y | +134.4% | +120.0% | +14.4% | +80.3% |
| All | +287.2% | +307.5% | -20.2% | +175.7% |
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 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