-19.2%
WDAY vs S
-52.7%
+33.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.6% | -5.3% | -4.1% |
| 7D | -2.5% | -13.4% | +11.0% | +1.6% |
| 30D | +4.7% | -14.0% | +18.7% | +8.8% |
| 3M | +13.3% | +4.9% | +8.4% | +9.9% |
| 6M | +57.3% | +42.0% | +15.3% | +38.2% |
| YTD | -10.2% | +45.1% | -55.3% | -21.7% |
| 1Y | -14.1% | +33.1% | -47.1% | -23.6% |
| 3Y | -11.7% | +40.6% | -52.3% | -27.1% |
| 5Y | -33.5% | -67.5% | +34.0% | -28.5% |
| All | -19.2% | -52.7% | +33.5% | -18.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling