-15.3%
WDAY vs SAN
+58.9%
-74.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.8% | -4.6% | -5.4% |
| 7D | -4.4% | +1.8% | -6.1% | -4.2% |
| 30D | +14.7% | +2.0% | +12.8% | +14.9% |
| 3M | +32.4% | +19.7% | +12.6% | +35.3% |
| 6M | +36.9% | +30.6% | +6.2% | +40.5% |
| YTD | -8.8% | +28.8% | -37.7% | -4.3% |
| 1Y | -15.3% | +57.8% | -73.1% | -10.6% |
| All | -15.3% | +58.9% | -74.2% | -10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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