+2,887.5%
STX vs WDAY
+301.5%
+2,586.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.6% | +2.4% | -0.5% |
| 7D | -28.5% | -2.5% | -26.0% | -28.1% |
| 30D | -42.9% | +4.7% | -47.6% | -43.6% |
| 3M | -45.9% | +13.3% | -59.2% | -48.0% |
| 6M | -41.3% | +57.3% | -98.6% | -49.4% |
| YTD | +67.9% | -10.2% | +78.1% | +65.8% |
| 1Y | +66.5% | -14.1% | +80.6% | +66.2% |
| 3Y | +588.0% | -11.7% | +599.6% | +557.3% |
| 5Y | +449.1% | -33.5% | +482.5% | +450.4% |
| 10Y | +1,982.8% | +133.1% | +1,849.8% | +1,297.3% |
| All | +2,887.5% | +301.5% | +2,586.0% | +1,846.2% |
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 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