+113.3%
WDAY vs EXPE
+153.6%
-40.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.1% |
| 7D | -7.4% | -11.5% | +4.1% | -3.7% |
| 30D | +1.0% | -13.1% | +14.1% | +5.5% |
| 3M | +32.7% | +18.1% | +14.5% | +26.2% |
| 6M | +25.6% | +13.3% | +12.3% | +20.7% |
| YTD | -13.4% | -3.2% | -10.1% | -13.4% |
| 1Y | -19.4% | +26.1% | -45.5% | -26.3% |
| 3Y | -25.8% | +151.7% | -177.5% | -48.0% |
| 5Y | -31.1% | +88.3% | -119.4% | -49.6% |
| 10Y | +113.3% | +158.0% | -44.7% | +21.1% |
| All | +113.3% | +153.6% | -40.3% | +21.1% |
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