+59.6%
SCHW vs WDAY
-31.0%
+90.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.3% | +0.8% |
| 7D | -2.8% | -10.5% | +7.8% | -0.6% |
| 30D | -0.1% | +2.1% | -2.2% | -0.9% |
| 3M | +20.6% | +34.6% | -14.1% | +12.2% |
| 6M | +15.9% | +29.9% | -13.9% | +7.9% |
| YTD | +8.5% | -13.8% | +22.3% | +10.2% |
| 1Y | +17.8% | -18.3% | +36.1% | +20.7% |
| 3Y | +88.5% | -26.2% | +114.7% | +92.2% |
| All | +59.6% | -31.0% | +90.6% | +63.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling