+42.0%
SOFI vs WDAY
-22.7%
+64.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | -4.9% | -5.2% | +0.2% | -2.2% |
| 30D | -3.5% | +5.9% | -9.4% | -8.0% |
| 3M | +3.9% | +42.3% | -38.4% | -19.3% |
| 6M | -6.5% | +34.7% | -41.3% | -27.0% |
| YTD | -33.8% | -13.5% | -20.3% | -31.7% |
| 1Y | -33.3% | -18.1% | -15.2% | -28.9% |
| 3Y | +94.6% | -26.4% | +121.0% | +109.8% |
| 5Y | +13.3% | -30.6% | +43.9% | +30.9% |
| All | +42.0% | -22.7% | +64.6% | +49.1% |
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