+8,434.7%
SHOP vs WDAY
+112.8%
+8,321.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.4% | +4.8% | +3.4% |
| 7D | -5.1% | -4.4% | -0.7% | -2.2% |
| 30D | +0.6% | +14.7% | -14.1% | -10.7% |
| 3M | +25.0% | +32.4% | -7.3% | -1.6% |
| 6M | +11.9% | +36.9% | -25.0% | -16.1% |
| YTD | -9.9% | -8.8% | -1.0% | -9.4% |
| 1Y | 0.0% | -15.3% | +15.2% | +5.1% |
| 3Y | +117.5% | -21.2% | +138.7% | +129.5% |
| 5Y | -6.6% | -29.5% | +22.9% | +10.5% |
| 10Y | +3,320.3% | +120.0% | +3,200.3% | +1,866.5% |
| All | +8,434.7% | +112.8% | +8,321.9% | +5,362.9% |
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