-18.1%
WDAY vs EXEL
+48.5%
-66.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +0.2% |
| 7D | -5.2% | -4.9% | -0.3% | -5.4% |
| 30D | +5.9% | +11.4% | -5.5% | +6.8% |
| 3M | +42.3% | +4.9% | +37.4% | +42.8% |
| 6M | +34.7% | +34.4% | +0.3% | +38.6% |
| YTD | -13.5% | +28.0% | -41.6% | -11.1% |
| 1Y | -18.1% | +43.6% | -61.7% | -15.4% |
| All | -18.1% | +48.5% | -66.6% | -15.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling