-19.4%
WDAY vs EXPE
+26.5%
-45.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.2% |
| 7D | -7.4% | -11.5% | +4.1% | -2.9% |
| 30D | +1.0% | -13.1% | +14.1% | +6.5% |
| 3M | +32.7% | +18.1% | +14.5% | +26.4% |
| 6M | +25.6% | +13.3% | +12.3% | +21.5% |
| YTD | -13.4% | -3.2% | -10.1% | -14.4% |
| 1Y | -19.4% | +26.1% | -45.5% | -23.9% |
| All | -19.4% | +26.5% | -45.9% | -23.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling