-33.5%
WDAY vs KDP
+16.7%
-50.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.6% | +0.5% | +2.4% |
| 7D | +1.8% | -0.8% | +2.6% | +1.9% |
| 30D | +4.1% | +9.7% | -5.7% | +1.3% |
| 3M | -4.8% | +17.6% | -22.5% | -9.2% |
| 6M | +68.6% | +25.8% | +42.9% | +58.7% |
| YTD | -8.5% | +33.9% | -42.4% | -15.4% |
| 1Y | -12.1% | +38.9% | -51.0% | -19.6% |
| 3Y | -13.2% | +26.8% | -40.0% | -21.2% |
| All | -33.5% | +16.7% | -50.2% | -36.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling