+8,524.1%
SHOP vs WDAY
+105.3%
+8,418.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.7% | -2.9% | -3.1% |
| 7D | +2.8% | -4.6% | +7.4% | +6.3% |
| 30D | -14.2% | +1.2% | -15.4% | -15.3% |
| 3M | -5.5% | +2.6% | -8.1% | -9.8% |
| 6M | +32.8% | +47.8% | -15.0% | -5.7% |
| YTD | -8.9% | -12.1% | +3.1% | -7.0% |
| 1Y | -7.7% | -17.1% | +9.4% | -1.9% |
| 3Y | +139.0% | -17.9% | +156.9% | +141.8% |
| 5Y | -0.5% | -35.1% | +34.6% | +23.5% |
| 10Y | +3,557.0% | +130.1% | +3,426.9% | +1,951.6% |
| All | +8,524.1% | +105.3% | +8,418.8% | +5,507.8% |
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