+3,676.0%
STX vs WDAY
+109.7%
+3,566.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -4.9% | +11.3% | +7.5% |
| 7D | +10.7% | -6.1% | +16.8% | +11.9% |
| 30D | +11.3% | +3.7% | +7.6% | +9.5% |
| 3M | +3.2% | +29.6% | -26.4% | -5.3% |
| 6M | +157.0% | +23.3% | +133.6% | +135.3% |
| YTD | +229.2% | -13.3% | +242.5% | +232.0% |
| 1Y | +381.8% | -19.6% | +401.5% | +393.5% |
| 3Y | +1,383.2% | -25.7% | +1,408.9% | +1,402.2% |
| 5Y | +1,144.9% | -31.6% | +1,176.4% | +1,145.9% |
| 10Y | +3,676.0% | +109.9% | +3,566.1% | +2,481.6% |
| All | +3,676.0% | +109.7% | +3,566.3% | +2,481.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling