+292.6%
WDAY vs SAN
+221.1%
+71.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.4% |
| 7D | -5.3% | +3.4% | -8.7% | -6.2% |
| 30D | +1.5% | -6.3% | +7.8% | +3.1% |
| 3M | +5.5% | -14.1% | +19.6% | +9.6% |
| 6M | +57.4% | +4.2% | +53.3% | +54.0% |
| YTD | -11.0% | +9.0% | -20.0% | -15.1% |
| 1Y | -15.8% | +18.8% | -34.5% | -21.9% |
| 3Y | -16.9% | +252.0% | -268.9% | -45.7% |
| 5Y | -35.3% | +299.5% | -334.7% | -60.7% |
| 10Y | +131.0% | +276.7% | -145.6% | +31.8% |
| All | +292.6% | +221.1% | +71.5% | +131.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling