-15.8%
WDAY vs KEY
+126.3%
-142.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | -4.8% | +1.8% | -6.5% | -5.2% |
| 30D | +2.5% | +7.1% | -4.6% | +0.7% |
| 3M | +8.8% | -5.9% | +14.7% | +10.3% |
| 6M | +60.7% | +2.2% | +58.5% | +59.2% |
| YTD | -11.2% | +6.4% | -17.6% | -13.4% |
| 1Y | -15.6% | +24.8% | -40.4% | -21.4% |
| All | -15.8% | +126.3% | -142.0% | -32.9% |
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