-31.6%
WDAY vs EXPE
+89.5%
-121.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -7.9% | +3.0% | -2.3% |
| 7D | -6.1% | -9.8% | +3.7% | -2.9% |
| 30D | +3.7% | -11.5% | +15.2% | +7.8% |
| 3M | +29.6% | +21.7% | +7.9% | +22.0% |
| 6M | +23.3% | +10.4% | +13.0% | +19.5% |
| YTD | -13.3% | -2.5% | -10.7% | -13.5% |
| 1Y | -19.6% | +27.3% | -47.0% | -26.8% |
| 3Y | -25.7% | +153.5% | -179.2% | -48.9% |
| 5Y | -31.6% | +91.1% | -122.7% | -50.3% |
| All | -31.6% | +89.5% | -121.1% | -50.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling