+42.0%
SOFI vs WDAY
-22.5%
+64.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.1% | -3.7% | -3.7% |
| 7D | -2.9% | -7.4% | +4.5% | +1.1% |
| 30D | -4.4% | +1.0% | -5.4% | -6.4% |
| 3M | +5.2% | +32.7% | -27.5% | -14.9% |
| 6M | -7.8% | +25.6% | -33.4% | -24.6% |
| YTD | -33.8% | -13.4% | -20.4% | -31.7% |
| 1Y | -33.3% | -19.4% | -13.9% | -28.1% |
| 3Y | +102.7% | -25.8% | +128.5% | +117.2% |
| 5Y | +10.5% | -31.1% | +41.5% | +28.3% |
| All | +42.0% | -22.5% | +64.6% | +49.0% |
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