+292.6%
WDAY vs EXEL
+1,372.9%
-1,080.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.2% |
| 7D | -5.3% | -2.8% | -2.5% | -4.9% |
| 30D | +1.5% | +18.2% | -16.6% | -1.0% |
| 3M | +5.5% | +37.7% | -32.3% | +0.5% |
| 6M | +57.4% | +42.2% | +15.2% | +49.1% |
| YTD | -11.0% | +61.3% | -72.3% | -17.8% |
| 1Y | -15.8% | +64.5% | -80.3% | -22.5% |
| 3Y | -16.9% | +236.7% | -253.6% | -33.2% |
| 5Y | -35.3% | +296.3% | -331.6% | -49.6% |
| 10Y | +131.0% | +331.1% | -200.1% | +69.3% |
| All | +292.6% | +1,372.9% | -1,080.3% | +130.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling