-22.0%
WDAY vs S
-57.8%
+35.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.3% | -2.6% | -4.2% |
| 7D | -6.1% | -5.8% | -0.3% | -4.4% |
| 30D | +3.7% | -9.2% | +12.9% | +6.4% |
| 3M | +29.6% | +23.4% | +6.2% | +21.0% |
| 6M | +23.3% | +36.9% | -13.6% | +10.9% |
| YTD | -13.3% | +29.5% | -42.8% | -20.6% |
| 1Y | -19.6% | +5.4% | -25.1% | -22.4% |
| 3Y | -25.7% | +14.7% | -40.4% | -34.0% |
| 5Y | -31.6% | -71.5% | +40.0% | -23.3% |
| All | -22.0% | -57.8% | +35.8% | -17.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling