+130.1%
WDAY vs EXPE
+112.4%
+17.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | 0.0% |
| 7D | -4.6% | -11.2% | +6.6% | -1.5% |
| 30D | +1.2% | -7.5% | +8.7% | +2.9% |
| 3M | +2.6% | -19.1% | +21.6% | +8.4% |
| 6M | +47.8% | +10.7% | +37.0% | +41.9% |
| YTD | -12.1% | -9.9% | -2.1% | -10.9% |
| 1Y | -17.1% | -4.6% | -12.5% | -17.7% |
| 3Y | -17.9% | +116.8% | -134.7% | -39.9% |
| 5Y | -35.1% | +38.6% | -73.7% | -48.1% |
| 10Y | +130.1% | +115.9% | +14.3% | +29.9% |
| All | +130.1% | +112.4% | +17.7% | +29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 10y: compounded portfolio wealth divided by compounded EXPE 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…
10y analysis · Full analysis span regression · 6 months rolling