+136.8%
WDAY vs EXC
+201.2%
-64.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -4.8% | -1.9% | -2.8% | -4.1% |
| 30D | +2.5% | +7.8% | -5.3% | -0.2% |
| 3M | +8.8% | +1.9% | +6.9% | +7.9% |
| 6M | +60.7% | +3.4% | +57.3% | +58.4% |
| YTD | -11.2% | +7.6% | -18.8% | -14.4% |
| 1Y | -15.6% | +2.1% | -17.7% | -17.1% |
| 3Y | -17.1% | +29.6% | -46.7% | -27.6% |
| 5Y | -35.7% | +39.5% | -75.2% | -46.5% |
| All | +136.8% | +201.2% | -64.4% | +71.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 10y: compounded portfolio wealth divided by compounded EXC 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…
10y analysis · Full analysis span regression · 6 months rolling