-15.3%
WDAY vs KDP
+15.4%
-30.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.9% | -4.5% | -5.3% |
| 7D | -4.4% | +1.3% | -5.6% | -4.5% |
| 30D | +14.7% | +6.0% | +8.8% | +13.7% |
| 3M | +32.4% | +9.2% | +23.2% | +32.6% |
| 6M | +36.9% | +14.7% | +22.2% | +41.6% |
| YTD | -8.8% | +19.2% | -28.0% | -5.3% |
| 1Y | -15.3% | +15.2% | -30.5% | -12.5% |
| All | -15.3% | +15.4% | -30.7% | -12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KDP.
Daily Out/Under-Performance
Portfolio return minus KDP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KDP 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 KDP 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