+302.1%
WDAY vs EXC
+181.1%
+121.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.1% | -4.3% | -5.0% |
| 7D | -4.4% | +0.3% | -4.6% | -4.4% |
| 30D | +14.7% | -3.7% | +18.5% | +16.1% |
| 3M | +32.4% | -1.3% | +33.7% | +32.8% |
| 6M | +36.9% | -9.7% | +46.6% | +40.8% |
| YTD | -8.8% | +2.9% | -11.7% | -10.4% |
| 1Y | -15.3% | +4.4% | -19.7% | -17.3% |
| 3Y | -21.2% | +22.2% | -43.4% | -28.5% |
| 5Y | -29.5% | +46.7% | -76.2% | -40.9% |
| 10Y | +120.0% | +155.3% | -35.3% | +55.4% |
| All | +302.1% | +181.1% | +121.0% | +182.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling