-15.6%
WDAY vs EXC
+3.2%
-18.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -4.8% | -1.9% | -2.8% | -5.0% |
| 30D | +2.5% | +7.8% | -5.3% | +3.6% |
| 3M | +8.8% | +1.9% | +6.9% | +8.9% |
| 6M | +60.7% | +3.4% | +57.3% | +63.2% |
| YTD | -11.2% | +7.6% | -18.8% | -7.8% |
| 1Y | -15.6% | +2.1% | -17.7% | -13.6% |
| All | -15.6% | +3.2% | -18.8% | -13.6% |
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