+296.2%
WDAY vs KDP
+641.2%
-345.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.7% | -2.9% | -3.4% |
| 7D | -2.5% | +2.2% | -4.7% | -3.3% |
| 30D | +4.7% | +19.9% | -15.3% | -1.4% |
| 3M | +13.3% | +21.5% | -8.2% | +6.3% |
| 6M | +57.3% | +30.1% | +27.2% | +44.4% |
| YTD | -10.2% | +34.9% | -45.1% | -19.2% |
| 1Y | -14.1% | +43.4% | -57.5% | -24.3% |
| 3Y | -11.7% | +29.1% | -40.8% | -21.2% |
| 5Y | -33.5% | +15.0% | -48.4% | -38.1% |
| 10Y | +133.1% | +234.1% | -101.0% | +65.0% |
| All | +296.2% | +641.2% | -345.0% | +157.7% |
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