-16.6%
WDAY vs EXC
+2.5%
-19.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | -4.0% | -1.7% | -2.3% | -4.2% |
| 30D | +1.9% | +9.3% | -7.4% | +3.3% |
| 3M | +5.9% | +1.0% | +4.8% | +5.9% |
| 6M | +48.8% | +5.9% | +42.9% | +52.6% |
| YTD | -11.4% | +7.6% | -19.1% | -8.1% |
| All | -16.6% | +2.5% | -19.1% | -14.4% |
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 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