+12.6%
SOFI vs WDAY
-31.8%
+44.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.4% |
| 7D | -7.0% | -10.5% | +3.5% | -1.5% |
| 30D | -4.3% | +2.1% | -6.4% | -6.8% |
| 3M | +8.4% | +34.6% | -26.2% | -12.6% |
| 6M | -5.9% | +29.9% | -35.8% | -24.3% |
| YTD | -34.3% | -13.8% | -20.4% | -31.6% |
| 1Y | -32.6% | -18.3% | -14.3% | -27.8% |
| 3Y | +101.3% | -26.2% | +127.4% | +117.0% |
| 5Y | +12.6% | -30.8% | +43.4% | +49.9% |
| All | +12.6% | -31.8% | +44.3% | +49.9% |
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 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