-25.7%
WDAY vs EXE
+21.0%
-46.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.3% | -5.1% | -4.9% |
| 7D | -6.1% | -1.8% | -4.3% | -5.8% |
| 30D | +3.7% | +6.4% | -2.7% | +2.7% |
| 3M | +29.6% | +9.2% | +20.3% | +27.7% |
| 6M | +23.3% | -7.0% | +30.3% | +24.6% |
| YTD | -13.3% | -9.5% | -3.8% | -12.0% |
| 1Y | -19.6% | +6.2% | -25.9% | -21.2% |
| 3Y | -25.7% | +20.7% | -46.4% | -29.5% |
| All | -25.7% | +21.0% | -46.7% | -29.5% |
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