+0.6%
WDAY vs QS
-43.2%
+43.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.0% | -6.9% | -5.0% |
| 7D | -6.1% | +2.2% | -8.3% | -6.3% |
| 30D | +3.7% | -8.1% | +11.8% | +4.2% |
| 3M | +29.6% | -27.0% | +56.6% | +31.9% |
| 6M | +23.3% | -16.4% | +39.8% | +23.3% |
| YTD | -13.3% | -46.4% | +33.1% | -10.4% |
| 1Y | -19.6% | -41.1% | +21.5% | -18.8% |
| 3Y | -25.7% | -18.6% | -7.0% | -31.7% |
| 5Y | -31.6% | -73.0% | +41.5% | -34.7% |
| All | +0.6% | -43.2% | +43.8% | +5.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling