+428.1%
WMT vs WDAY
+114.9%
+313.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.3% |
| 7D | 0.0% | -5.2% | +5.2% | +0.5% |
| 30D | -7.4% | +5.9% | -13.4% | -8.0% |
| 3M | -10.9% | +42.3% | -53.1% | -13.9% |
| 6M | -12.7% | +34.7% | -47.4% | -15.6% |
| YTD | -3.2% | -13.5% | +10.3% | -2.5% |
| 1Y | +5.3% | -18.1% | +23.3% | +6.4% |
| 3Y | +101.9% | -26.4% | +128.2% | +103.9% |
| 5Y | +134.6% | -30.6% | +165.1% | +133.6% |
| All | +428.1% | +114.9% | +313.1% | +371.6% |
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