+109.9%
WDAY vs EXC
+154.0%
-44.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.7% | -5.6% | -5.1% |
| 7D | -6.1% | +1.2% | -7.3% | -6.5% |
| 30D | +3.7% | -2.7% | +6.4% | +4.6% |
| 3M | +29.6% | -1.0% | +30.5% | +30.0% |
| 6M | +23.3% | -9.3% | +32.6% | +27.0% |
| YTD | -13.3% | +3.6% | -16.9% | -15.2% |
| 1Y | -19.6% | +5.9% | -25.6% | -22.2% |
| 3Y | -25.7% | +21.3% | -47.0% | -33.3% |
| 5Y | -31.6% | +46.2% | -77.7% | -44.4% |
| 10Y | +109.9% | +151.5% | -41.5% | +46.4% |
| All | +109.9% | +154.0% | -44.1% | +46.4% |
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