+392.6%
STM vs WDAY
+128.9%
+263.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -3.6% | +8.1% | +5.8% |
| 7D | -10.7% | -2.5% | -8.3% | -10.0% |
| 30D | -25.7% | +4.7% | -30.4% | -27.5% |
| 3M | -21.6% | +13.3% | -34.9% | -27.2% |
| 6M | -27.8% | +57.3% | -85.1% | -44.4% |
| YTD | +61.8% | -10.2% | +71.9% | +57.6% |
| 1Y | +78.1% | -14.1% | +92.2% | +76.6% |
| 3Y | +4.9% | -11.7% | +16.6% | -2.4% |
| 5Y | -14.3% | -33.5% | +19.2% | -11.2% |
| All | +392.6% | +128.9% | +263.7% | +180.5% |
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 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