-9.3%
SHOP vs WDAY
-32.3%
+23.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -4.9% | -2.7% | -3.8% |
| 7D | -4.1% | -6.1% | +2.0% | +0.6% |
| 30D | -11.5% | +3.7% | -15.2% | -15.6% |
| 3M | +21.1% | +29.6% | -8.5% | -5.3% |
| 6M | +3.0% | +23.3% | -20.3% | -17.9% |
| YTD | -16.7% | -13.3% | -3.4% | -11.2% |
| 1Y | -8.3% | -19.6% | +11.4% | +3.1% |
| 3Y | +112.8% | -25.7% | +138.5% | +134.8% |
| 5Y | -9.3% | -31.6% | +22.3% | +24.4% |
| All | -9.3% | -32.3% | +23.0% | +24.4% |
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