-17.1%
WDAY vs COMP
+16.2%
-33.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.4% | +6.7% | -0.1% |
| 7D | -4.6% | +7.2% | -11.8% | -5.2% |
| 30D | +1.2% | +6.4% | -5.2% | +0.5% |
| 3M | +2.6% | -19.4% | +22.0% | +3.8% |
| 6M | +47.8% | +14.6% | +33.2% | +49.6% |
| YTD | -12.1% | -5.5% | -6.6% | -6.5% |
| 1Y | -17.1% | +13.7% | -30.8% | -15.9% |
| All | -17.1% | +16.2% | -33.3% | -15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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