-34.1%
WDAY vs SAN
+267.8%
-301.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.2% | -1.4% | -3.2% |
| 7D | -2.5% | +4.9% | -7.4% | -3.5% |
| 30D | +4.7% | -13.0% | +17.7% | +7.6% |
| 3M | +13.3% | -18.9% | +32.2% | +18.1% |
| 6M | +57.3% | -4.1% | +61.5% | +57.6% |
| YTD | -10.2% | +2.6% | -12.8% | -12.3% |
| 1Y | -14.1% | +16.9% | -31.0% | -19.1% |
| 3Y | -11.7% | +239.1% | -250.7% | -39.0% |
| All | -34.1% | +267.8% | -301.9% | -57.1% |
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