+130.1%
WDAY vs EXPD
+329.8%
-199.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | -4.6% | -7.4% | +2.8% | -1.4% |
| 30D | +1.2% | -2.1% | +3.3% | +2.0% |
| 3M | +2.6% | +5.7% | -3.1% | -0.3% |
| 6M | +47.8% | +21.4% | +26.4% | +34.5% |
| YTD | -12.1% | +27.6% | -39.7% | -23.0% |
| 1Y | -17.1% | +36.1% | -53.3% | -29.7% |
| 3Y | -17.9% | +69.9% | -87.8% | -39.8% |
| 5Y | -35.1% | +59.7% | -94.8% | -51.9% |
| 10Y | +130.1% | +323.0% | -192.9% | +3.0% |
| All | +130.1% | +329.8% | -199.7% | +3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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