+1,019.5%
STX vs WDAY
-29.2%
+1,048.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -5.4% | +11.7% | +6.8% |
| 7D | +2.4% | -4.4% | +6.7% | +2.7% |
| 30D | +1.4% | +14.7% | -13.4% | -0.4% |
| 3M | -8.2% | +32.4% | -40.6% | -11.5% |
| 6M | +127.0% | +36.9% | +90.1% | +115.2% |
| YTD | +209.1% | -8.8% | +218.0% | +224.8% |
| 1Y | +365.4% | -15.3% | +380.7% | +395.1% |
| 3Y | +1,135.4% | -21.2% | +1,156.6% | +1,192.1% |
| All | +1,019.5% | -29.2% | +1,048.7% | +1,080.2% |
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