-11.7%
WDAY vs SAN
+235.5%
-247.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.2% | -1.4% | -3.3% |
| 7D | -2.5% | +4.9% | -7.4% | -3.1% |
| 30D | +4.7% | -13.0% | +17.7% | +6.6% |
| 3M | +13.3% | -18.9% | +32.2% | +16.4% |
| 6M | +57.3% | -4.1% | +61.5% | +57.7% |
| YTD | -10.2% | +2.6% | -12.8% | -11.6% |
| 1Y | -14.1% | +16.9% | -31.0% | -18.3% |
| 3Y | -11.7% | +239.1% | -250.7% | -33.6% |
| All | -11.7% | +235.5% | -247.2% | -33.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling