+123.9%
WDAY vs SAP
+228.4%
-104.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.1% | -2.6% |
| 7D | -4.0% | +1.6% | -5.6% | -5.2% |
| 30D | +1.9% | +10.5% | -8.6% | -4.9% |
| 3M | +5.9% | +15.2% | -9.3% | -3.8% |
| 6M | +48.8% | +36.7% | +12.1% | +21.5% |
| YTD | -11.4% | -0.6% | -10.9% | -11.9% |
| 1Y | -15.5% | -4.1% | -11.4% | -14.1% |
| 3Y | -15.6% | +73.2% | -88.9% | -43.8% |
| 5Y | -35.2% | +74.1% | -109.3% | -58.1% |
| 10Y | +123.9% | +222.9% | -99.1% | -14.3% |
| All | +123.9% | +228.4% | -104.5% | -14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 10y: compounded portfolio wealth divided by compounded SAP 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…
10y analysis · Full analysis span regression · 6 months rolling