+1,068.6%
STM vs WDAY
+307.5%
+761.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -5.4% | +7.3% | +3.7% |
| 7D | +5.8% | -4.4% | +10.2% | +7.3% |
| 30D | -1.0% | +14.7% | -15.7% | -6.9% |
| 3M | -33.3% | +32.4% | -65.6% | -41.8% |
| 6M | +57.4% | +36.9% | +20.5% | +30.8% |
| YTD | +102.2% | -8.8% | +111.0% | +96.9% |
| 1Y | +99.6% | -15.3% | +114.9% | +99.3% |
| 3Y | +14.5% | -21.2% | +35.7% | +13.9% |
| 5Y | +21.4% | -29.5% | +50.9% | +22.6% |
| 10Y | +695.0% | +120.0% | +574.9% | +425.7% |
| All | +1,068.6% | +307.5% | +761.1% | +603.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling