-26.4%
WDAY vs REGN
-4.3%
-22.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.5% |
| 7D | -5.2% | -5.6% | +0.4% | -4.7% |
| 30D | +5.9% | -2.0% | +7.9% | +6.2% |
| 3M | +42.3% | +28.0% | +14.3% | +40.2% |
| 6M | +34.7% | +1.2% | +33.6% | +34.5% |
| YTD | -13.5% | +1.6% | -15.2% | -13.8% |
| 1Y | -18.1% | +38.2% | -56.3% | -21.7% |
| 3Y | -26.4% | -5.4% | -21.0% | -25.2% |
| All | -26.4% | -4.3% | -22.1% | -25.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling