-31.6%
WDAY vs EXEL
+195.7%
-227.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.3% | -2.6% | -4.5% |
| 7D | -6.1% | +1.4% | -7.5% | -6.3% |
| 30D | +3.7% | +6.7% | -3.0% | +2.6% |
| 3M | +29.6% | +11.5% | +18.1% | +27.2% |
| 6M | +23.3% | +38.8% | -15.5% | +15.7% |
| YTD | -13.3% | +31.6% | -44.8% | -18.0% |
| 1Y | -19.6% | +53.0% | -72.7% | -26.9% |
| 3Y | -25.7% | +160.8% | -186.5% | -44.4% |
| 5Y | -31.6% | +190.1% | -221.7% | -53.4% |
| All | -31.6% | +195.7% | -227.3% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling