-21.8%
WDAY vs EXPE
+182.4%
-204.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.7% | -3.7% | -4.9% |
| 7D | -4.4% | -9.5% | +5.2% | -1.6% |
| 30D | +14.7% | -6.6% | +21.4% | +16.9% |
| 3M | +32.4% | +31.4% | +1.0% | +23.6% |
| 6M | +36.9% | +35.2% | +1.7% | +26.9% |
| YTD | -8.8% | +5.8% | -14.6% | -11.3% |
| 1Y | -15.3% | +38.7% | -54.0% | -22.4% |
| All | -21.8% | +182.4% | -204.2% | -40.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling