+80.4%
WDAY vs SE
+589.8%
-509.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.9% | -4.5% | -5.2% |
| 7D | -4.4% | -6.1% | +1.7% | -3.0% |
| 30D | +14.7% | -2.5% | +17.2% | +14.8% |
| 3M | +32.4% | +21.7% | +10.7% | +25.8% |
| 6M | +36.9% | +27.0% | +9.9% | +27.7% |
| YTD | -8.8% | -12.1% | +3.3% | -8.1% |
| 1Y | -15.3% | -40.9% | +25.6% | -6.9% |
| 3Y | -21.2% | +191.0% | -212.2% | -44.1% |
| 5Y | -29.5% | -68.3% | +38.8% | -22.7% |
| All | +80.4% | +589.8% | -509.4% | -8.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling