+89.4%
STM vs WDAY
-15.4%
+104.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -1.4% | +8.2% | +6.4% |
| 7D | -5.6% | -4.0% | -1.6% | -6.6% |
| 30D | -14.4% | +1.9% | -16.4% | -13.8% |
| 3M | -20.5% | +5.9% | -26.4% | -18.4% |
| 6M | -24.5% | +48.8% | -73.3% | -13.3% |
| YTD | +72.7% | -11.4% | +84.1% | +116.0% |
| All | +89.4% | -15.4% | +104.8% | +140.0% |
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 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