+125.4%
WDAY vs KEY
+120.9%
+4.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.5% | -3.1% | -3.5% |
| 7D | -2.5% | -1.3% | -1.2% | -2.2% |
| 30D | +4.7% | +5.1% | -0.5% | +3.3% |
| 3M | +13.3% | -7.1% | +20.4% | +15.4% |
| 6M | +57.3% | -4.4% | +61.7% | +58.6% |
| YTD | -10.2% | +4.0% | -14.2% | -11.7% |
| 1Y | -14.1% | +23.4% | -37.5% | -19.2% |
| 3Y | -11.7% | +113.9% | -125.6% | -29.5% |
| 5Y | -33.5% | +12.3% | -45.8% | -39.0% |
| All | +125.4% | +120.9% | +4.5% | +70.7% |
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