-13.2%
WDAY vs EXC
+31.9%
-45.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.4% | +1.7% | +3.2% |
| 7D | +1.8% | +1.4% | +0.5% | +2.0% |
| 30D | +4.1% | +8.6% | -4.5% | +4.9% |
| 3M | -4.8% | +2.4% | -7.2% | -4.6% |
| 6M | +68.6% | +6.5% | +62.2% | +70.3% |
| YTD | -8.5% | +9.0% | -17.6% | -7.4% |
| 1Y | -12.1% | +4.6% | -16.7% | -11.3% |
| 3Y | -13.2% | +33.5% | -46.7% | -5.4% |
| All | -13.2% | +31.9% | -45.1% | -5.4% |
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 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