-19.6%
WDAY vs EXC
+4.7%
-24.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.7% | -5.6% | -4.8% |
| 7D | -6.1% | +1.2% | -7.3% | -5.9% |
| 30D | +3.7% | -2.7% | +6.4% | +3.3% |
| 3M | +29.6% | -1.0% | +30.5% | +30.3% |
| 6M | +23.3% | -9.3% | +32.6% | +21.7% |
| YTD | -13.3% | +3.6% | -16.9% | -11.6% |
| 1Y | -19.6% | +5.9% | -25.6% | -20.1% |
| All | -19.6% | +4.7% | -24.3% | -20.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling