+314.5%
WDAY vs EXPD
+588.3%
-273.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.2% | +5.2% | +3.4% |
| 7D | -1.2% | +0.3% | -1.5% | -1.4% |
| 30D | +6.8% | +1.8% | +5.0% | +5.9% |
| 3M | +17.8% | +8.9% | +8.9% | +13.1% |
| 6M | +57.8% | +42.2% | +15.6% | +33.5% |
| YTD | -6.0% | +33.4% | -39.4% | -19.2% |
| 1Y | -13.5% | +47.2% | -60.7% | -29.1% |
| 3Y | -7.6% | +81.3% | -88.9% | -33.9% |
| 5Y | -30.5% | +60.2% | -90.7% | -48.1% |
| 10Y | +143.9% | +339.5% | -195.7% | +8.9% |
| All | +314.5% | +588.3% | -273.7% | +60.9% |
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