-15.8%
WDAY vs SAN
+19.5%
-35.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.2% |
| 7D | -5.3% | +3.4% | -8.7% | -5.1% |
| 30D | +1.5% | -6.3% | +7.8% | +1.1% |
| 3M | +5.5% | -14.1% | +19.6% | +4.4% |
| 6M | +57.4% | +4.2% | +53.3% | +59.8% |
| YTD | -11.0% | +9.0% | -20.0% | -6.7% |
| 1Y | -15.8% | +18.8% | -34.5% | -12.0% |
| All | -15.8% | +19.5% | -35.3% | -12.0% |
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