+5,399.5%
STX vs WDAY
+307.5%
+5,092.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -5.4% | +11.7% | +7.5% |
| 7D | +2.4% | -4.4% | +6.7% | +3.2% |
| 30D | +1.4% | +14.7% | -13.4% | -2.4% |
| 3M | -8.2% | +32.4% | -40.6% | -16.1% |
| 6M | +127.0% | +36.9% | +90.1% | +102.1% |
| YTD | +209.1% | -8.8% | +218.0% | +205.6% |
| 1Y | +365.4% | -15.3% | +380.7% | +366.3% |
| 3Y | +1,135.4% | -21.2% | +1,156.6% | +1,125.2% |
| 5Y | +991.5% | -29.5% | +1,021.0% | +981.4% |
| 10Y | +3,695.8% | +120.0% | +3,575.8% | +2,494.9% |
| All | +5,399.5% | +307.5% | +5,092.0% | +3,487.4% |
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