-18.1%
WDAY vs KEEL
+89.9%
-108.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.8% | -3.4% | +0.6% |
| 7D | -5.2% | +2.9% | -8.0% | -4.9% |
| 30D | +5.9% | +0.8% | +5.1% | +6.5% |
| 3M | +42.3% | -35.3% | +77.6% | +42.1% |
| 6M | +34.7% | +59.4% | -24.7% | +33.8% |
| YTD | -13.5% | +51.9% | -65.5% | -14.4% |
| 1Y | -18.1% | +75.0% | -93.1% | -18.9% |
| All | -18.1% | +89.9% | -108.0% | -18.9% |
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