-20.1%
WDAY vs S
-51.5%
+31.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.3% | +6.0% | +1.6% |
| 7D | -4.8% | +4.1% | -8.8% | -6.1% |
| 30D | +2.5% | -7.2% | +9.6% | +3.9% |
| 3M | +8.8% | 0.0% | +8.8% | +6.7% |
| 6M | +60.7% | +41.6% | +19.1% | +41.0% |
| YTD | -11.2% | +48.6% | -59.8% | -23.3% |
| 1Y | -15.6% | +30.0% | -45.7% | -24.6% |
| 3Y | -17.1% | +42.2% | -59.3% | -31.9% |
| 5Y | -35.7% | -70.8% | +35.1% | -29.9% |
| All | -20.1% | -51.5% | +31.4% | -20.5% |
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