-32.5%
WDAY vs EXE
+188.3%
-220.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | -10.5% | -2.2% | -8.3% | -10.2% |
| 30D | +2.1% | -0.8% | +2.9% | +2.2% |
| 3M | +34.6% | +10.0% | +24.6% | +32.2% |
| 6M | +29.9% | -6.3% | +36.2% | +31.0% |
| YTD | -13.8% | -10.7% | -3.1% | -12.5% |
| 1Y | -18.3% | +2.7% | -21.0% | -19.3% |
| 3Y | -26.2% | +19.1% | -45.3% | -29.8% |
| 5Y | -30.8% | +105.4% | -136.2% | -38.3% |
| All | -32.5% | +188.3% | -220.7% | -41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 10y: compounded portfolio wealth divided by compounded EXE 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…
10y analysis · Full analysis span regression · 6 months rolling