-17.1%
WDAY vs RF
+19.4%
-36.6%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.5% |
| 7D | -4.6% | +0.3% | -4.9% | -4.6% |
| 30D | +1.2% | +6.2% | -4.9% | -0.2% |
| 3M | +2.6% | -7.8% | +10.4% | +4.0% |
| 6M | +47.8% | +5.9% | +41.8% | +47.2% |
| YTD | -12.1% | +9.0% | -21.1% | -13.7% |
| 1Y | -17.1% | +19.3% | -36.4% | -24.2% |
| All | -17.1% | +19.4% | -36.6% | -24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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