-28.6%
WDAY vs EXC
+47.1%
-75.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.1% | -4.3% | -5.2% |
| 7D | -4.4% | +0.3% | -4.6% | -4.4% |
| 30D | +14.7% | -3.7% | +18.5% | +15.5% |
| 3M | +32.4% | -1.3% | +33.7% | +32.7% |
| 6M | +36.9% | -9.7% | +46.6% | +39.2% |
| YTD | -8.8% | +2.9% | -11.7% | -9.8% |
| 1Y | -15.3% | +4.4% | -19.7% | -16.6% |
| 3Y | -21.2% | +22.2% | -43.4% | -26.5% |
| All | -28.6% | +47.1% | -75.7% | -41.5% |
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