+302.1%
WDAY vs SBAC
+225.5%
+76.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.1% | -4.3% | -4.9% |
| 7D | -4.4% | -0.8% | -3.6% | -4.0% |
| 30D | +14.7% | +6.9% | +7.8% | +11.8% |
| 3M | +32.4% | -8.2% | +40.6% | +37.1% |
| 6M | +36.9% | -1.6% | +38.5% | +35.4% |
| YTD | -8.8% | -0.1% | -8.7% | -11.0% |
| 1Y | -15.3% | -0.5% | -14.8% | -17.5% |
| 3Y | -21.2% | -9.1% | -12.1% | -23.4% |
| 5Y | -29.5% | -43.8% | +14.3% | -13.9% |
| 10Y | +120.0% | +80.5% | +39.5% | +43.1% |
| All | +302.1% | +225.5% | +76.6% | +98.9% |
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