-17.1%
WDAY vs AS
+6.1%
-23.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.2% | -0.7% |
| 7D | -4.6% | +4.5% | -9.1% | -4.6% |
| 30D | +1.2% | +13.2% | -12.0% | +1.1% |
| 3M | +2.6% | -11.9% | +14.5% | +3.5% |
| 6M | +47.8% | -11.6% | +59.3% | +48.9% |
| YTD | -12.1% | -14.7% | +2.6% | -10.1% |
| 1Y | -17.1% | +5.7% | -22.8% | -16.5% |
| All | -17.1% | +6.1% | -23.2% | -16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 1y: compounded portfolio wealth divided by compounded AS 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…
1y analysis · Full analysis span regression · 6 months rolling