+296.2%
WDAY vs SAN
+202.0%
+94.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.2% | -1.4% | -3.0% |
| 7D | -2.5% | +4.9% | -7.4% | -3.8% |
| 30D | +4.7% | -13.0% | +17.7% | +8.6% |
| 3M | +13.3% | -18.9% | +32.2% | +19.7% |
| 6M | +57.3% | -4.1% | +61.5% | +57.6% |
| YTD | -10.2% | +2.6% | -12.8% | -12.8% |
| 1Y | -14.1% | +16.9% | -31.0% | -20.0% |
| 3Y | -11.7% | +239.1% | -250.7% | -41.7% |
| 5Y | -33.5% | +266.8% | -300.3% | -58.6% |
| 10Y | +133.1% | +246.0% | -113.0% | +36.3% |
| All | +296.2% | +202.0% | +94.1% | +137.4% |
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