+290.7%
WDAY vs EXPE
+431.1%
-140.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -4.0% | -13.3% | +9.3% | -0.1% |
| 30D | +1.9% | -5.5% | +7.4% | +3.0% |
| 3M | +5.9% | -16.5% | +22.3% | +10.9% |
| 6M | +48.8% | +13.1% | +35.7% | +41.7% |
| YTD | -11.4% | -8.0% | -3.4% | -10.9% |
| 1Y | -15.5% | +1.1% | -16.6% | -17.7% |
| 3Y | -15.6% | +131.2% | -146.8% | -40.0% |
| 5Y | -35.2% | +39.8% | -75.0% | -48.4% |
| 10Y | +123.9% | +118.5% | +5.4% | +35.4% |
| All | +290.7% | +431.1% | -140.5% | +88.5% |
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