+3,781.0%
SHOP vs WDAY
+136.5%
+3,644.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.0% | -2.8% | -2.1% |
| 7D | -1.2% | +1.8% | -3.1% | -2.6% |
| 30D | -14.7% | +4.1% | -18.8% | -17.7% |
| 3M | -7.2% | -4.8% | -2.4% | -5.3% |
| 6M | +54.2% | +68.6% | -14.4% | -3.2% |
| YTD | -8.6% | -8.5% | -0.1% | -9.3% |
| 1Y | +0.5% | -12.1% | +12.6% | +2.2% |
| 3Y | +135.9% | -13.2% | +149.1% | +127.1% |
| 5Y | -11.9% | -33.7% | +21.8% | +8.0% |
| All | +3,781.0% | +136.5% | +3,644.5% | +1,882.6% |
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