+302.1%
WDAY vs EXEL
+1,129.4%
-827.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.2% | -5.2% | -5.3% |
| 7D | -4.4% | +8.4% | -12.7% | -5.5% |
| 30D | +14.7% | +4.1% | +10.7% | +13.9% |
| 3M | +32.4% | +12.4% | +19.9% | +30.0% |
| 6M | +36.9% | +41.5% | -4.7% | +29.2% |
| YTD | -8.8% | +34.6% | -43.5% | -13.5% |
| 1Y | -15.3% | +57.9% | -73.2% | -21.9% |
| 3Y | -21.2% | +159.5% | -180.7% | -34.2% |
| 5Y | -29.5% | +198.5% | -228.0% | -42.9% |
| 10Y | +120.0% | +411.4% | -291.3% | +58.3% |
| All | +302.1% | +1,129.4% | -827.3% | +142.3% |
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