-28.3%
WDAY vs EXE
+165.2%
-193.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.8% | +2.2% | +2.9% |
| 7D | +1.8% | +5.3% | -3.5% | +1.0% |
| 30D | +4.1% | -2.2% | +6.3% | +4.4% |
| 3M | -4.8% | -5.9% | +1.0% | -4.0% |
| 6M | +68.6% | -5.7% | +74.3% | +69.8% |
| YTD | -8.5% | -17.8% | +9.3% | -5.9% |
| 1Y | -12.1% | -23.1% | +11.0% | -8.6% |
| 3Y | -13.2% | +21.2% | -34.4% | -17.8% |
| 5Y | -33.7% | +78.8% | -112.5% | -39.7% |
| All | -28.3% | +165.2% | -193.5% | -37.4% |
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