+83.8%
KRE vs WDAY
+136.5%
-52.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.0% | -2.7% | -0.4% |
| 7D | +0.7% | +1.8% | -1.1% | +0.3% |
| 30D | +6.1% | +4.1% | +2.1% | +5.1% |
| 3M | -5.9% | -4.8% | -1.1% | -5.3% |
| 6M | +9.6% | +68.6% | -59.0% | -5.3% |
| YTD | +14.2% | -8.5% | +22.7% | +13.8% |
| 1Y | +22.5% | -12.1% | +34.6% | +23.1% |
| 3Y | +90.4% | -13.2% | +103.6% | +87.8% |
| 5Y | +11.9% | -33.7% | +45.6% | +14.3% |
| All | +83.8% | +136.5% | -52.7% | +32.0% |
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