+302.1%
WDAY vs KDP
+554.7%
-252.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.9% | -4.5% | -5.1% |
| 7D | -4.4% | +1.3% | -5.6% | -4.7% |
| 30D | +14.7% | +6.0% | +8.8% | +12.7% |
| 3M | +32.4% | +9.2% | +23.2% | +28.9% |
| 6M | +36.9% | +14.7% | +22.2% | +30.7% |
| YTD | -8.8% | +19.2% | -28.0% | -14.4% |
| 1Y | -15.3% | +15.2% | -30.5% | -19.9% |
| 3Y | -21.2% | +6.0% | -27.2% | -24.6% |
| 5Y | -29.5% | +5.4% | -34.9% | -32.5% |
| 10Y | +120.0% | +171.9% | -51.8% | +65.6% |
| All | +302.1% | +554.7% | -252.6% | +172.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling