-34.1%
WDAY vs EXC
+41.2%
-75.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.0% | -1.7% | -3.3% |
| 7D | -2.5% | -1.2% | -1.3% | -2.3% |
| 30D | +4.7% | +10.0% | -5.3% | +3.1% |
| 3M | +13.3% | +1.6% | +11.7% | +13.0% |
| 6M | +57.3% | +3.3% | +54.0% | +56.4% |
| YTD | -10.2% | +7.6% | -17.7% | -11.8% |
| 1Y | -14.1% | +3.5% | -17.5% | -15.0% |
| 3Y | -11.7% | +27.7% | -39.3% | -18.1% |
| All | -34.1% | +41.2% | -75.3% | -44.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling