-26.4%
WDAY vs QSR
+25.8%
-52.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.1% |
| 7D | -5.2% | -4.0% | -1.1% | -3.7% |
| 30D | +5.9% | +2.8% | +3.2% | +5.1% |
| 3M | +42.3% | +5.1% | +37.2% | +40.2% |
| 6M | +34.7% | +8.8% | +25.9% | +31.2% |
| YTD | -13.5% | +14.8% | -28.4% | -17.2% |
| 1Y | -18.1% | +25.7% | -43.8% | -23.6% |
| 3Y | -26.4% | +27.5% | -53.9% | -32.6% |
| All | -26.4% | +25.8% | -52.2% | -32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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