+123.9%
WDAY vs KEY
+121.9%
+2.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.7% | -4.1% | -2.1% |
| 7D | -4.0% | -0.4% | -3.6% | -3.9% |
| 30D | +1.9% | +7.2% | -5.3% | +0.1% |
| 3M | +5.9% | -4.9% | +10.8% | +7.2% |
| 6M | +48.8% | +1.1% | +47.7% | +47.9% |
| YTD | -11.4% | +6.8% | -18.2% | -13.6% |
| 1Y | -15.5% | +23.3% | -38.8% | -20.6% |
| 3Y | -15.6% | +126.1% | -141.7% | -33.7% |
| 5Y | -35.2% | +15.2% | -50.4% | -41.0% |
| 10Y | +123.9% | +113.6% | +10.3% | +68.0% |
| All | +123.9% | +121.9% | +2.0% | +68.0% |
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