+296.2%
WDAY vs SAP
+313.1%
-16.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.1% | +0.5% | -0.9% |
| 7D | -2.5% | -0.7% | -1.8% | -2.1% |
| 30D | +4.7% | +11.1% | -6.4% | -2.4% |
| 3M | +13.3% | +17.0% | -3.7% | +2.2% |
| 6M | +57.3% | +34.8% | +22.5% | +30.5% |
| YTD | -10.2% | -2.2% | -8.0% | -9.4% |
| 1Y | -14.1% | -6.4% | -7.6% | -11.0% |
| 3Y | -11.7% | +75.1% | -86.8% | -40.6% |
| 5Y | -33.5% | +69.8% | -103.3% | -55.3% |
| 10Y | +133.1% | +219.8% | -86.8% | 0.0% |
| All | +296.2% | +313.1% | -16.9% | +60.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling