+296.2%
WDAY vs EXPD
+542.7%
-246.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.3% | -1.4% | -2.6% |
| 7D | -2.5% | -7.2% | +4.7% | +0.7% |
| 30D | +4.7% | -3.3% | +8.0% | +6.1% |
| 3M | +13.3% | +3.4% | +9.9% | +11.3% |
| 6M | +57.3% | +22.7% | +34.6% | +42.5% |
| YTD | -10.2% | +24.5% | -34.7% | -20.4% |
| 1Y | -14.1% | +38.6% | -52.7% | -27.7% |
| 3Y | -11.7% | +71.5% | -83.2% | -35.3% |
| 5Y | -33.5% | +56.2% | -89.7% | -49.8% |
| 10Y | +133.1% | +310.5% | -177.4% | +7.3% |
| All | +296.2% | +542.7% | -246.5% | +58.5% |
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