-30.6%
WDAY vs SAN
+385.2%
-415.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.3% | -1.9% | -0.1% |
| 7D | -5.2% | +0.2% | -5.4% | -5.2% |
| 30D | +5.9% | +0.9% | +5.0% | +5.7% |
| 3M | +42.3% | +19.1% | +23.2% | +37.0% |
| 6M | +34.7% | +33.2% | +1.5% | +25.6% |
| YTD | -13.5% | +29.1% | -42.6% | -19.2% |
| 1Y | -18.1% | +50.2% | -68.3% | -26.6% |
| 3Y | -26.4% | +351.0% | -377.4% | -51.4% |
| All | -30.6% | +385.2% | -415.8% | -58.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling