+292.6%
WDAY vs EXC
+193.8%
+98.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.1% |
| 7D | -5.3% | -1.4% | -3.9% | -4.9% |
| 30D | +1.5% | +8.3% | -6.7% | -1.0% |
| 3M | +5.5% | +2.6% | +2.8% | +4.5% |
| 6M | +57.4% | +5.2% | +52.3% | +54.5% |
| YTD | -11.0% | +7.5% | -18.5% | -13.8% |
| 1Y | -15.8% | +3.2% | -18.9% | -17.4% |
| 3Y | -16.9% | +29.5% | -46.4% | -26.1% |
| 5Y | -35.3% | +39.7% | -74.9% | -44.6% |
| 10Y | +131.0% | +200.1% | -69.0% | +56.8% |
| All | +292.6% | +193.8% | +98.8% | +172.0% |
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