-13.2%
WDAY vs S
+41.6%
-54.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.4% | +3.5% | +3.2% |
| 7D | +1.8% | +2.0% | -0.1% | +1.0% |
| 30D | +4.1% | -2.7% | +6.8% | +4.1% |
| 3M | -4.8% | -6.9% | +2.0% | -4.7% |
| 6M | +68.6% | +38.1% | +30.6% | +47.3% |
| YTD | -8.5% | +48.0% | -56.5% | -22.2% |
| 1Y | -12.1% | +34.5% | -46.6% | -23.7% |
| 3Y | -13.2% | +38.3% | -51.5% | -25.8% |
| All | -13.2% | +41.6% | -54.8% | -25.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling