-15.7%
STM vs WDAY
-33.8%
+18.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -3.6% | +8.1% | +5.2% |
| 7D | -10.7% | -2.5% | -8.3% | -10.3% |
| 30D | -25.7% | +4.7% | -30.4% | -26.8% |
| 3M | -21.6% | +13.3% | -34.9% | -25.2% |
| 6M | -27.8% | +57.3% | -85.1% | -39.8% |
| YTD | +61.8% | -10.2% | +71.9% | +67.5% |
| 1Y | +78.1% | -14.1% | +92.2% | +87.5% |
| 3Y | +4.9% | -11.7% | +16.6% | +3.2% |
| All | -15.7% | -33.8% | +18.1% | -8.9% |
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