-15.3%
WDAY vs REGN
+46.5%
-61.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.9% | -3.5% | -5.4% |
| 7D | -4.4% | +4.2% | -8.6% | -4.2% |
| 30D | +14.7% | +7.8% | +6.9% | +15.2% |
| 3M | +32.4% | +31.8% | +0.6% | +35.4% |
| 6M | +36.9% | +5.4% | +31.5% | +36.8% |
| YTD | -8.8% | +7.7% | -16.5% | -9.0% |
| 1Y | -15.3% | +46.7% | -62.0% | -13.6% |
| All | -15.3% | +46.5% | -61.8% | -13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside REGN.
Daily Out/Under-Performance
Portfolio return minus REGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REGN 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 1y: compounded portfolio wealth divided by compounded REGN 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…
1y analysis · Full analysis span regression · 6 months rolling