-35.3%
WDAY vs EXPD
+62.8%
-98.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.9% | -1.7% | +0.1% |
| 7D | -5.3% | -1.6% | -3.7% | -4.8% |
| 30D | +1.5% | +0.6% | +0.9% | +1.2% |
| 3M | +5.5% | +9.8% | -4.4% | +1.3% |
| 6M | +57.4% | +25.8% | +31.7% | +42.8% |
| YTD | -11.0% | +31.3% | -42.3% | -21.8% |
| 1Y | -15.8% | +40.9% | -56.7% | -28.4% |
| 3Y | -16.9% | +74.7% | -91.6% | -38.9% |
| 5Y | -35.3% | +62.9% | -98.1% | -54.0% |
| All | -35.3% | +62.8% | -98.1% | -54.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling