-15.3%
WDAY vs KEEL
+169.0%
-184.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +3.6% | -9.0% | -5.1% |
| 7D | -4.4% | +7.8% | -12.1% | -3.9% |
| 30D | +14.7% | -11.7% | +26.4% | +14.4% |
| 3M | +32.4% | -41.5% | +73.9% | +31.9% |
| 6M | +36.9% | +54.9% | -18.0% | +35.7% |
| YTD | -8.8% | +47.7% | -56.5% | -9.8% |
| 1Y | -15.3% | +177.6% | -192.9% | -13.0% |
| All | -15.3% | +169.0% | -184.3% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 KEEL 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