+302.1%
WDAY vs EXPD
+557.3%
-255.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.9% | -6.3% | -5.8% |
| 7D | -4.4% | -1.1% | -3.2% | -3.9% |
| 30D | +14.7% | +4.1% | +10.7% | +12.6% |
| 3M | +32.4% | +17.9% | +14.5% | +22.4% |
| 6M | +36.9% | +29.2% | +7.6% | +20.7% |
| YTD | -8.8% | +27.4% | -36.2% | -19.8% |
| 1Y | -15.3% | +56.8% | -72.1% | -33.1% |
| 3Y | -21.2% | +68.0% | -89.2% | -41.5% |
| 5Y | -29.5% | +61.9% | -91.4% | -47.8% |
| 10Y | +120.0% | +316.0% | -196.0% | +0.9% |
| All | +302.1% | +557.3% | -255.2% | +59.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling