-33.5%
WDAY vs KEY
+13.1%
-46.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.6% | +2.4% | +2.9% |
| 7D | +1.8% | +2.9% | -1.1% | +1.2% |
| 30D | +4.1% | +8.4% | -4.4% | +2.1% |
| 3M | -4.8% | -5.8% | +0.9% | -3.6% |
| 6M | +68.6% | +5.4% | +63.2% | +66.0% |
| YTD | -8.5% | +7.1% | -15.6% | -10.5% |
| 1Y | -12.1% | +26.8% | -38.9% | -17.4% |
| 3Y | -13.2% | +128.7% | -141.9% | -29.5% |
| All | -33.5% | +13.1% | -46.7% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling