+673.8%
STX vs WDAY
-12.7%
+686.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +3.0% | -6.1% | -2.7% |
| 7D | +14.6% | +1.8% | +12.8% | +14.9% |
| 30D | -26.0% | +4.1% | -30.0% | -25.5% |
| 3M | -42.6% | -4.8% | -37.8% | -42.7% |
| 6M | -35.3% | +68.6% | -103.9% | -32.1% |
| YTD | +92.5% | -8.5% | +101.0% | +116.6% |
| 1Y | +102.4% | -12.1% | +114.5% | +128.8% |
| 3Y | +673.8% | -13.2% | +687.0% | +738.9% |
| All | +673.8% | -12.7% | +686.6% | +738.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling