-30.8%
WDAY vs QSR
+40.6%
-71.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.2% |
| 7D | -10.5% | -4.7% | -5.9% | -8.3% |
| 30D | +2.1% | +4.3% | -2.2% | +0.1% |
| 3M | +34.6% | +5.4% | +29.2% | +31.5% |
| 6M | +29.9% | +8.2% | +21.7% | +24.9% |
| YTD | -13.8% | +14.1% | -28.0% | -19.5% |
| 1Y | -18.3% | +28.1% | -46.4% | -28.1% |
| 3Y | -26.2% | +25.3% | -51.4% | -37.2% |
| 5Y | -30.8% | +40.4% | -71.2% | -50.8% |
| All | -30.8% | +40.6% | -71.4% | -50.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling