-3.3%
WDAY vs KEEL
+309.9%
-313.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | -0.1% |
| 7D | -7.4% | +19.3% | -26.7% | -8.3% |
| 30D | +1.0% | +9.1% | -8.1% | +0.1% |
| 3M | +32.7% | -31.5% | +64.2% | +33.8% |
| 6M | +25.6% | +75.8% | -50.2% | +17.7% |
| YTD | -13.4% | +57.9% | -71.2% | -18.8% |
| 1Y | -19.4% | +133.3% | -152.7% | -27.9% |
| 3Y | -25.8% | +204.1% | -229.9% | -38.8% |
| 5Y | -31.1% | -37.5% | +6.4% | -41.6% |
| All | -3.3% | +309.9% | -313.2% | -27.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling