-13.5%
WDAY vs S
+36.5%
-50.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.6% | +0.3% | +1.3% |
| 7D | -1.2% | -8.2% | +7.0% | +2.0% |
| 30D | +6.8% | -7.6% | +14.4% | +9.4% |
| 3M | +17.8% | +12.0% | +5.9% | +9.2% |
| 6M | +57.8% | +50.6% | +7.2% | +23.6% |
| YTD | -6.0% | +56.6% | -62.6% | -29.7% |
| 1Y | -13.5% | +39.2% | -52.8% | -34.6% |
| All | -13.5% | +36.5% | -50.0% | -34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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