-26.2%
WDAY vs QS
-25.4%
-0.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.6% | +6.5% | 0.0% |
| 7D | -7.4% | -4.2% | -3.2% | -7.3% |
| 30D | +1.0% | -15.7% | +16.7% | +1.4% |
| 3M | +32.7% | -28.7% | +61.4% | +33.5% |
| 6M | +25.6% | -23.2% | +48.8% | +25.5% |
| YTD | -13.4% | -49.9% | +36.5% | -11.9% |
| 1Y | -19.4% | -38.8% | +19.4% | -19.1% |
| All | -26.2% | -25.4% | -0.8% | -30.7% |
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