+8,659.4%
SHOP vs WDAY
+109.7%
+8,549.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -3.6% | +7.2% | +6.2% |
| 7D | -5.4% | -2.5% | -3.0% | -3.8% |
| 30D | -10.3% | +4.7% | -15.0% | -13.7% |
| 3M | +1.0% | +13.3% | -12.3% | -10.4% |
| 6M | +41.2% | +57.3% | -16.1% | -4.3% |
| YTD | -7.5% | -10.2% | +2.7% | -6.9% |
| 1Y | -4.6% | -14.1% | +9.5% | -1.2% |
| 3Y | +146.4% | -11.7% | +158.1% | +135.6% |
| 5Y | -2.5% | -33.5% | +30.9% | +18.9% |
| 10Y | +3,703.6% | +133.1% | +3,570.5% | +2,010.8% |
| All | +8,659.4% | +109.7% | +8,549.7% | +5,511.5% |
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