-13.2%
WDAY vs QS
-32.2%
+19.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -5.2% | +8.2% | +3.2% |
| 7D | +1.8% | -14.0% | +15.9% | +2.2% |
| 30D | +4.1% | -6.4% | +10.4% | +4.2% |
| 3M | -4.8% | -40.3% | +35.4% | -3.9% |
| 6M | +68.6% | -57.5% | +126.1% | +71.4% |
| YTD | -8.5% | -64.7% | +56.1% | -6.5% |
| 1Y | -12.1% | -72.9% | +60.8% | -9.2% |
| 3Y | -13.2% | -33.5% | +20.3% | -21.8% |
| All | -13.2% | -32.2% | +19.0% | -21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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