+99.6%
STM vs WDAY
-15.6%
+115.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -5.4% | +7.3% | +0.7% |
| 7D | +5.8% | -4.4% | +10.2% | +4.8% |
| 30D | -1.0% | +14.7% | -15.7% | +2.6% |
| 3M | -33.3% | +32.4% | -65.6% | -26.6% |
| 6M | +57.4% | +36.9% | +20.5% | +78.3% |
| YTD | +102.2% | -8.8% | +111.0% | +150.0% |
| 1Y | +99.6% | -15.3% | +114.9% | +151.7% |
| All | +99.6% | -15.6% | +115.2% | +151.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling