+97.4%
STM vs WDAY
-19.6%
+116.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.9% | +4.3% | -1.6% |
| 7D | +5.2% | -6.1% | +11.3% | +3.8% |
| 30D | -7.4% | +3.7% | -11.1% | -6.2% |
| 3M | -30.6% | +29.6% | -60.2% | -24.1% |
| 6M | +66.4% | +23.3% | +43.0% | +87.4% |
| YTD | +101.1% | -13.3% | +114.4% | +146.0% |
| 1Y | +97.4% | -19.6% | +117.0% | +146.3% |
| All | +97.4% | -19.6% | +116.9% | +146.3% |
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