+119.3%
WDAY vs KEY
+173.8%
-54.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.3% | -5.7% | -5.4% |
| 7D | -4.4% | +2.2% | -6.6% | -4.9% |
| 30D | +14.7% | -3.0% | +17.8% | +15.6% |
| 3M | +32.4% | +3.3% | +29.0% | +31.0% |
| 6M | +36.9% | +9.2% | +27.7% | +33.0% |
| YTD | -8.8% | +10.6% | -19.5% | -11.8% |
| 1Y | -15.3% | +20.4% | -35.7% | -19.9% |
| 3Y | -21.2% | +121.8% | -143.1% | -38.0% |
| 5Y | -29.5% | +41.1% | -70.6% | -39.5% |
| All | +119.3% | +173.8% | -54.5% | +43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 10y: compounded portfolio wealth divided by compounded KEY 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…
10y analysis · Full analysis span regression · 6 months rolling