-11.7%
WDAY vs EXC
+26.3%
-37.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.0% | -1.7% | -3.8% |
| 7D | -2.5% | -1.2% | -1.3% | -2.6% |
| 30D | +4.7% | +10.0% | -5.3% | +5.7% |
| 3M | +13.3% | +1.6% | +11.7% | +13.5% |
| 6M | +57.3% | +3.3% | +54.0% | +58.3% |
| YTD | -10.2% | +7.6% | -17.7% | -9.2% |
| 1Y | -14.1% | +3.5% | -17.5% | -13.4% |
| 3Y | -11.7% | +27.7% | -39.3% | -5.3% |
| All | -11.7% | +26.3% | -37.9% | -5.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling