+302.1%
WDAY vs EXPE
+510.8%
-208.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.7% | -3.7% | -4.8% |
| 7D | -4.4% | -9.5% | +5.2% | -1.3% |
| 30D | +14.7% | -6.6% | +21.4% | +17.2% |
| 3M | +32.4% | +31.4% | +1.0% | +21.5% |
| 6M | +36.9% | +35.2% | +1.7% | +24.0% |
| YTD | -8.8% | +5.8% | -14.6% | -11.4% |
| 1Y | -15.3% | +38.7% | -54.0% | -25.1% |
| 3Y | -21.2% | +175.8% | -197.0% | -47.0% |
| 5Y | -29.5% | +111.8% | -141.3% | -50.7% |
| 10Y | +120.0% | +179.7% | -59.7% | +23.7% |
| All | +302.1% | +510.8% | -208.7% | +87.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling