-30.6%
WDAY vs KR
+52.3%
-83.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.7% | -2.4% | +0.2% |
| 7D | -5.2% | -0.2% | -5.0% | -5.1% |
| 30D | +5.9% | +5.1% | +0.9% | +5.7% |
| 3M | +42.3% | -8.2% | +50.4% | +42.2% |
| 6M | +34.7% | -18.0% | +52.7% | +34.8% |
| YTD | -13.5% | -4.8% | -8.8% | -13.4% |
| 1Y | -18.1% | -11.0% | -7.0% | -17.9% |
| 3Y | -26.4% | +37.7% | -64.0% | -28.0% |
| All | -30.6% | +52.3% | -83.0% | -33.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling