-30.3%
WDAY vs EXE
+163.8%
-194.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +1.1% |
| 7D | -5.3% | +1.5% | -6.8% | -5.5% |
| 30D | +1.5% | -0.2% | +1.7% | +1.5% |
| 3M | +5.5% | -9.2% | +14.7% | +7.0% |
| 6M | +57.4% | -7.2% | +64.7% | +59.0% |
| YTD | -11.0% | -18.3% | +7.3% | -8.4% |
| 1Y | -15.8% | -23.6% | +7.8% | -12.4% |
| 3Y | -16.9% | +21.9% | -38.8% | -21.4% |
| 5Y | -35.3% | +73.7% | -108.9% | -41.0% |
| All | -30.3% | +163.8% | -194.0% | -39.1% |
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