+266.9%
KRE vs WDAY
+307.5%
-40.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.4% | +5.9% | +1.7% |
| 7D | +1.3% | -4.4% | +5.7% | +2.2% |
| 30D | -2.7% | +14.7% | -17.4% | -6.1% |
| 3M | +8.2% | +32.4% | -24.2% | +0.4% |
| 6M | +12.8% | +36.9% | -24.1% | +2.6% |
| YTD | +17.5% | -8.8% | +26.3% | +17.0% |
| 1Y | +16.6% | -15.3% | +31.9% | +17.9% |
| 3Y | +79.5% | -21.2% | +100.7% | +81.0% |
| 5Y | +32.4% | -29.5% | +61.9% | +32.9% |
| 10Y | +124.1% | +120.0% | +4.1% | +66.8% |
| All | +266.9% | +307.5% | -40.5% | +158.0% |
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 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