-20.8%
WDAY vs KEY
+122.6%
-143.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.3% | -5.7% | -5.4% |
| 7D | -4.4% | +2.2% | -6.6% | -4.8% |
| 30D | +14.7% | -3.0% | +17.8% | +15.5% |
| 3M | +32.4% | +3.3% | +29.0% | +31.1% |
| 6M | +36.9% | +9.2% | +27.7% | +33.1% |
| YTD | -8.8% | +10.6% | -19.5% | -11.6% |
| 1Y | -15.3% | +20.4% | -35.7% | -19.9% |
| All | -20.8% | +122.6% | -143.4% | -35.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling