+282.1%
WDAY vs SCHG
+815.1%
-533.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.6% |
| 7D | -7.4% | -0.9% | -6.5% | -6.4% |
| 30D | +1.0% | -2.3% | +3.3% | +4.0% |
| 3M | +32.7% | +4.5% | +28.2% | +26.2% |
| 6M | +25.6% | +13.6% | +12.0% | +8.1% |
| YTD | -13.4% | +7.6% | -20.9% | -20.7% |
| 1Y | -19.4% | +13.0% | -32.4% | -30.6% |
| 3Y | -25.8% | +87.0% | -112.7% | -66.0% |
| 5Y | -31.1% | +82.9% | -113.9% | -67.4% |
| 10Y | +113.3% | +453.6% | -340.3% | -76.5% |
| All | +282.1% | +815.1% | -533.0% | -71.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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