-17.9%
WDAY vs EXE
+18.1%
-36.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.3% | -3.0% | -1.0% |
| 7D | -4.6% | -2.2% | -2.4% | -4.3% |
| 30D | +1.2% | -0.3% | +1.6% | +1.2% |
| 3M | +2.6% | -9.3% | +11.9% | +3.9% |
| 6M | +47.8% | -7.2% | +55.0% | +49.2% |
| YTD | -12.1% | -18.9% | +6.9% | -9.4% |
| 1Y | -17.1% | -21.7% | +4.5% | -14.3% |
| 3Y | -17.9% | +21.0% | -38.9% | -21.5% |
| All | -17.9% | +18.1% | -36.0% | -21.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling