+270.1%
WFC vs WDAY
+295.9%
-25.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.4% | +3.2% | +2.1% |
| 7D | +0.1% | -4.0% | +4.1% | +0.9% |
| 30D | +2.9% | +1.9% | +1.0% | +2.4% |
| 3M | -1.4% | +5.9% | -7.3% | -3.2% |
| 6M | +14.3% | +48.8% | -34.5% | +4.0% |
| YTD | -6.2% | -11.4% | +5.2% | -6.2% |
| 1Y | +1.6% | -15.5% | +17.1% | +2.5% |
| 3Y | +126.9% | -15.6% | +142.5% | +124.6% |
| 5Y | +94.0% | -35.2% | +129.1% | +96.4% |
| 10Y | +134.0% | +123.9% | +10.2% | +79.4% |
| All | +270.1% | +295.9% | -25.7% | +164.3% |
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 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