-17.1%
WDAY vs EXPD
+39.4%
-56.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | -4.6% | -7.4% | +2.8% | -3.2% |
| 30D | +1.2% | -2.1% | +3.3% | +1.6% |
| 3M | +2.6% | +5.7% | -3.1% | +1.5% |
| 6M | +47.8% | +21.4% | +26.4% | +42.4% |
| YTD | -12.1% | +27.6% | -39.7% | -17.2% |
| 1Y | -17.1% | +36.1% | -53.3% | -24.6% |
| All | -17.1% | +39.4% | -56.5% | -24.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling