+144.0%
WDAY vs SBAC
+114.8%
+29.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.5% | +1.6% | +2.5% |
| 7D | +1.8% | +0.6% | +1.2% | +1.6% |
| 30D | +4.1% | +5.5% | -1.4% | +1.8% |
| 3M | -4.8% | +3.1% | -7.9% | -6.3% |
| 6M | +68.6% | -7.0% | +75.6% | +72.4% |
| YTD | -8.5% | +0.5% | -9.0% | -11.1% |
| 1Y | -12.1% | +0.2% | -12.3% | -14.5% |
| 3Y | -13.2% | -7.4% | -5.8% | -16.1% |
| 5Y | -33.7% | -39.7% | +6.0% | -22.1% |
| All | +144.0% | +114.8% | +29.2% | +79.7% |
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