+3,180.1%
STX vs WDAY
+295.9%
+2,884.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -1.4% | +11.2% | +10.1% |
| 7D | -14.8% | -4.0% | -10.8% | -14.1% |
| 30D | -35.4% | +1.9% | -37.3% | -35.8% |
| 3M | -37.7% | +5.9% | -43.6% | -39.2% |
| 6M | -35.2% | +48.8% | -84.0% | -43.3% |
| YTD | +84.4% | -11.4% | +95.8% | +82.5% |
| 1Y | +82.3% | -15.5% | +97.8% | +82.5% |
| 3Y | +646.2% | -15.6% | +661.9% | +621.8% |
| 5Y | +487.4% | -35.2% | +522.6% | +492.4% |
| 10Y | +2,071.0% | +123.9% | +1,947.2% | +1,369.0% |
| All | +3,180.1% | +295.9% | +2,884.2% | +2,042.3% |
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