-18.0%
WDAY vs S
-56.8%
+38.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.4% | -5.8% | -5.5% |
| 7D | -4.4% | -7.7% | +3.3% | -2.2% |
| 30D | +14.7% | -5.3% | +20.1% | +16.3% |
| 3M | +32.4% | +20.3% | +12.1% | +24.5% |
| 6M | +36.9% | +47.4% | -10.5% | +20.4% |
| YTD | -8.8% | +32.5% | -41.4% | -17.2% |
| 1Y | -15.3% | +9.5% | -24.8% | -19.2% |
| 3Y | -21.2% | +15.5% | -36.7% | -30.3% |
| 5Y | -29.5% | -71.2% | +41.7% | -21.4% |
| All | -18.0% | -56.8% | +38.8% | -14.2% |
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