-13.5%
WDAY vs KNX
+45.0%
-58.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.7% | +2.0% |
| 7D | -1.2% | +2.5% | -3.7% | -1.4% |
| 30D | +6.8% | -4.4% | +11.2% | +7.1% |
| 3M | +17.8% | -12.7% | +30.5% | +18.8% |
| 6M | +57.8% | +0.9% | +56.9% | +57.3% |
| YTD | -6.0% | +20.3% | -26.3% | -10.4% |
| 1Y | -13.5% | +40.9% | -54.5% | -21.3% |
| All | -13.5% | +45.0% | -58.5% | -21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KNX.
Daily Out/Under-Performance
Portfolio return minus KNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KNX 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 1y: compounded portfolio wealth divided by compounded KNX 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…
1y analysis · Full analysis span regression · 6 months rolling