+881.4%
SCHW vs WDAY
+285.2%
+596.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.3% | +0.9% |
| 7D | -2.8% | -10.5% | +7.8% | -0.1% |
| 30D | -0.1% | +2.1% | -2.2% | -1.2% |
| 3M | +20.6% | +34.6% | -14.1% | +10.3% |
| 6M | +15.9% | +29.9% | -13.9% | +5.9% |
| YTD | +8.5% | -13.8% | +22.3% | +9.6% |
| 1Y | +17.8% | -18.3% | +36.1% | +20.3% |
| 3Y | +88.5% | -26.2% | +114.7% | +92.4% |
| 5Y | +60.6% | -30.8% | +91.4% | +61.3% |
| 10Y | +298.0% | +112.2% | +185.8% | +167.5% |
| All | +881.4% | +285.2% | +596.2% | +486.2% |
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 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