+113.3%
WDAY vs EXEL
+378.5%
-265.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.3% | -0.3% |
| 7D | -7.4% | -0.3% | -7.0% | -7.3% |
| 30D | +1.0% | +10.1% | -9.1% | -0.8% |
| 3M | +32.7% | +10.1% | +22.6% | +30.2% |
| 6M | +25.6% | +37.7% | -12.1% | +17.6% |
| YTD | -13.4% | +33.1% | -46.5% | -18.6% |
| 1Y | -19.4% | +52.4% | -71.7% | -26.6% |
| 3Y | -25.8% | +163.8% | -189.6% | -41.5% |
| 5Y | -31.1% | +198.5% | -229.6% | -47.7% |
| 10Y | +113.3% | +386.9% | -273.6% | +53.4% |
| All | +113.3% | +378.5% | -265.2% | +53.4% |
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