+287.9%
WDAY vs SBAC
+228.9%
+59.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.9% |
| 7D | -4.6% | +3.6% | -8.2% | -6.0% |
| 30D | +1.2% | +4.9% | -3.7% | -0.9% |
| 3M | +2.6% | +6.5% | -3.9% | -0.4% |
| 6M | +47.8% | -11.1% | +58.9% | +54.1% |
| YTD | -12.1% | +0.9% | -13.0% | -14.9% |
| 1Y | -17.1% | -1.6% | -15.6% | -19.1% |
| 3Y | -17.9% | -7.0% | -10.9% | -21.0% |
| 5Y | -35.1% | -39.2% | +4.1% | -23.8% |
| 10Y | +130.1% | +111.4% | +18.8% | +37.2% |
| All | +287.9% | +228.9% | +59.0% | +90.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling