+121.6%
KRE vs WDAY
+114.2%
+7.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.6% |
| 7D | -1.4% | -10.5% | +9.1% | +1.0% |
| 30D | -3.9% | +2.1% | -6.0% | -5.0% |
| 3M | +3.6% | +34.6% | -31.0% | -4.7% |
| 6M | +15.4% | +29.9% | -14.5% | +5.7% |
| YTD | +15.2% | -13.8% | +29.0% | +16.6% |
| 1Y | +16.5% | -18.3% | +34.7% | +19.2% |
| 3Y | +85.2% | -26.2% | +111.3% | +90.1% |
| 5Y | +33.1% | -30.8% | +63.9% | +34.3% |
| All | +121.6% | +114.2% | +7.4% | +64.2% |
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