-14.1%
WDAY vs COMP
+16.2%
-30.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +10.7% | -14.4% | -4.5% |
| 7D | -2.5% | +13.4% | -15.9% | -3.6% |
| 30D | +4.7% | +11.1% | -6.4% | +3.6% |
| 3M | +13.3% | -18.8% | +32.2% | +14.6% |
| 6M | +57.3% | +10.5% | +46.8% | +59.1% |
| YTD | -10.2% | -3.4% | -6.8% | -4.6% |
| 1Y | -14.1% | +19.7% | -33.8% | -13.7% |
| All | -14.1% | +16.2% | -30.2% | -13.7% |
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