+282.1%
WDAY vs KNX
+464.1%
-182.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.7% | +0.6% |
| 7D | -7.4% | +2.3% | -9.7% | -8.0% |
| 30D | +1.0% | +0.5% | +0.5% | +0.7% |
| 3M | +32.7% | -14.1% | +46.8% | +37.5% |
| 6M | +25.6% | +19.8% | +5.8% | +17.7% |
| YTD | -13.4% | +32.7% | -46.1% | -21.7% |
| 1Y | -19.4% | +62.3% | -81.7% | -31.8% |
| 3Y | -25.8% | +36.8% | -62.6% | -35.7% |
| 5Y | -31.1% | +41.8% | -72.9% | -41.6% |
| 10Y | +113.3% | +169.7% | -56.4% | +39.0% |
| All | +282.1% | +464.1% | -182.0% | +109.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling