-33.4%
WDAY vs AS
+120.4%
-153.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +3.6% | -9.0% | -5.9% |
| 7D | -4.4% | -4.9% | +0.5% | -3.7% |
| 30D | +14.7% | -19.6% | +34.3% | +18.5% |
| 3M | +32.4% | -14.4% | +46.8% | +35.4% |
| 6M | +36.9% | -20.1% | +57.0% | +40.8% |
| YTD | -8.8% | -20.9% | +12.1% | -6.2% |
| 1Y | -15.3% | -21.9% | +6.6% | -13.0% |
| All | -33.4% | +120.4% | -153.8% | -41.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling