-26.6%
WDAY vs KR
+30.0%
-56.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.6% |
| 7D | -10.5% | -2.7% | -7.9% | -10.4% |
| 30D | +2.1% | +1.9% | +0.2% | +2.1% |
| 3M | +34.6% | -11.0% | +45.7% | +33.7% |
| 6M | +29.9% | -20.2% | +50.1% | +28.1% |
| YTD | -13.8% | -7.3% | -6.5% | -13.5% |
| 1Y | -18.3% | -13.1% | -5.2% | -18.4% |
| All | -26.6% | +30.0% | -56.6% | -25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KR.
Daily Out/Under-Performance
Portfolio return minus KR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KR 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 KR 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