+71.4%
WDAY vs SE
+569.0%
-497.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.1% | +4.0% | +0.8% |
| 7D | -7.4% | -3.6% | -3.7% | -6.6% |
| 30D | +1.0% | -5.3% | +6.3% | +1.7% |
| 3M | +32.7% | +28.1% | +4.6% | +24.6% |
| 6M | +25.6% | +20.7% | +4.9% | +18.6% |
| YTD | -13.4% | -14.8% | +1.4% | -12.1% |
| 1Y | -19.4% | -43.6% | +24.2% | -10.4% |
| 3Y | -25.8% | +184.2% | -210.0% | -47.1% |
| 5Y | -31.1% | -66.3% | +35.2% | -25.7% |
| All | +71.4% | +569.0% | -497.6% | -12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 SE 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