+294.9%
SCHW vs WDAY
+114.9%
+180.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | -1.9% | -5.2% | +3.3% | -0.7% |
| 30D | -1.6% | +5.9% | -7.6% | -3.5% |
| 3M | +21.3% | +42.3% | -21.0% | +10.1% |
| 6M | +16.5% | +34.7% | -18.2% | +6.0% |
| YTD | +8.4% | -13.5% | +22.0% | +9.6% |
| 1Y | +15.6% | -18.1% | +33.7% | +18.1% |
| 3Y | +86.8% | -26.4% | +113.2% | +91.0% |
| 5Y | +60.5% | -30.6% | +91.1% | +61.4% |
| All | +294.9% | +114.9% | +180.0% | +173.7% |
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