+544.2%
WMT vs WDAY
+136.5%
+407.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.0% | -1.5% | +1.2% |
| 7D | +2.0% | +1.8% | +0.2% | +1.9% |
| 30D | +10.3% | +4.1% | +6.2% | +9.9% |
| 3M | +11.0% | -4.8% | +15.8% | +11.3% |
| 6M | -2.3% | +68.6% | -71.0% | -7.3% |
| YTD | +15.7% | -8.5% | +24.2% | +15.9% |
| 1Y | +26.0% | -12.1% | +38.1% | +26.6% |
| 3Y | +136.5% | -13.2% | +149.7% | +135.1% |
| 5Y | +176.8% | -33.7% | +210.6% | +177.1% |
| All | +544.2% | +136.5% | +407.7% | +473.3% |
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 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