+302.1%
WDAY vs SAP
+280.6%
+21.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.9% | -4.5% | -4.8% |
| 7D | -4.4% | -2.9% | -1.5% | -2.5% |
| 30D | +14.7% | +9.0% | +5.7% | +8.6% |
| 3M | +32.4% | +14.9% | +17.4% | +21.6% |
| 6M | +36.9% | +11.9% | +25.0% | +28.2% |
| YTD | -8.8% | -9.9% | +1.1% | -2.8% |
| 1Y | -15.3% | -19.5% | +4.2% | -3.4% |
| 3Y | -21.2% | +61.8% | -83.0% | -44.3% |
| 5Y | -29.5% | +56.2% | -85.7% | -50.0% |
| 10Y | +120.0% | +180.6% | -60.6% | +2.5% |
| All | +302.1% | +280.6% | +21.5% | +72.0% |
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