+124.5%
WDAY vs QSR
+211.0%
-86.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.4% | -2.5% | -3.8% |
| 7D | -6.1% | +0.1% | -6.2% | -6.1% |
| 30D | +3.7% | +5.9% | -2.2% | +1.1% |
| 3M | +29.6% | +10.5% | +19.1% | +24.1% |
| 6M | +23.3% | +7.7% | +15.6% | +19.1% |
| YTD | -13.3% | +16.8% | -30.1% | -19.4% |
| 1Y | -19.6% | +30.9% | -50.5% | -29.3% |
| 3Y | -25.7% | +28.2% | -53.9% | -35.5% |
| 5Y | -31.6% | +45.0% | -76.5% | -44.4% |
| 10Y | +109.9% | +127.3% | -17.4% | +30.2% |
| All | +124.5% | +211.0% | -86.5% | +23.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling