-26.4%
WDAY vs KEEL
+197.5%
-223.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.8% | -3.4% | +0.3% |
| 7D | -5.2% | +2.9% | -8.0% | -5.2% |
| 30D | +5.9% | +0.8% | +5.1% | +5.8% |
| 3M | +42.3% | -35.3% | +77.6% | +43.6% |
| 6M | +34.7% | +59.4% | -24.7% | +28.8% |
| YTD | -13.5% | +51.9% | -65.5% | -17.6% |
| 1Y | -18.1% | +75.0% | -93.1% | -24.2% |
| 3Y | -26.4% | +224.5% | -250.9% | -39.2% |
| All | -26.4% | +197.5% | -223.9% | -39.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling