-19.6%
WDAY vs S
+4.5%
-24.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.3% | -2.6% | -3.8% |
| 7D | -6.1% | -5.8% | -0.3% | -3.5% |
| 30D | +3.7% | -9.2% | +12.9% | +7.8% |
| 3M | +29.6% | +23.4% | +6.2% | +15.3% |
| 6M | +23.3% | +36.9% | -13.6% | +1.6% |
| YTD | -13.3% | +29.5% | -42.8% | -27.2% |
| 1Y | -19.6% | +5.4% | -25.1% | -27.1% |
| All | -19.6% | +4.5% | -24.1% | -27.1% |
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