+113.3%
WDAY vs SBAC
+78.4%
+34.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.3% |
| 7D | -7.4% | +0.2% | -7.5% | -7.4% |
| 30D | +1.0% | +3.9% | -2.8% | -0.3% |
| 3M | +32.7% | -8.2% | +40.9% | +37.1% |
| 6M | +25.6% | -2.8% | +28.4% | +25.0% |
| YTD | -13.4% | -1.5% | -11.8% | -14.8% |
| 1Y | -19.4% | 0.0% | -19.4% | -21.4% |
| 3Y | -25.8% | -8.4% | -17.4% | -28.0% |
| 5Y | -31.1% | -43.5% | +12.4% | -16.5% |
| 10Y | +113.3% | +86.9% | +26.4% | +59.7% |
| All | +113.3% | +78.4% | +34.9% | +59.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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