+21.0%
STM vs WDAY
-29.2%
+50.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -5.4% | +7.3% | +3.2% |
| 7D | +5.8% | -4.4% | +10.2% | +6.9% |
| 30D | -1.0% | +14.7% | -15.7% | -5.4% |
| 3M | -33.3% | +32.4% | -65.6% | -39.5% |
| 6M | +57.4% | +36.9% | +20.5% | +37.0% |
| YTD | +102.2% | -8.8% | +111.0% | +109.8% |
| 1Y | +99.6% | -15.3% | +114.9% | +112.8% |
| 3Y | +14.5% | -21.2% | +35.7% | +20.4% |
| All | +21.0% | -29.2% | +50.2% | +34.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling