+136.8%
WDAY vs EXEL
+325.9%
-189.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | 0.0% |
| 7D | -4.8% | +1.6% | -6.4% | -5.1% |
| 30D | +2.5% | +17.4% | -14.9% | -0.7% |
| 3M | +8.8% | +38.6% | -29.9% | +2.0% |
| 6M | +60.7% | +41.2% | +19.5% | +49.8% |
| YTD | -11.2% | +59.3% | -70.6% | -19.9% |
| 1Y | -15.6% | +60.2% | -75.8% | -24.0% |
| 3Y | -17.1% | +232.6% | -249.7% | -38.8% |
| 5Y | -35.7% | +285.9% | -321.5% | -54.6% |
| All | +136.8% | +325.9% | -189.1% | +55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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