+128.3%
WDAY vs SGI
+339.7%
-211.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.3% | +4.6% | +0.8% |
| 7D | -4.6% | -3.9% | -0.6% | -3.6% |
| 30D | +1.2% | +0.9% | +0.3% | +0.7% |
| 3M | +2.6% | -2.9% | +5.4% | +3.2% |
| 6M | +47.8% | -9.0% | +56.7% | +49.9% |
| YTD | -12.1% | -29.2% | +17.1% | -5.7% |
| 1Y | -17.1% | -32.3% | +15.1% | -10.1% |
| 3Y | -17.9% | +72.4% | -90.3% | -34.3% |
| 5Y | -35.1% | +50.6% | -85.7% | -48.3% |
| All | +128.3% | +339.7% | -211.4% | +19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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