+302.1%
WDAY vs SGI
+808.1%
-505.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.5% | -5.9% | -5.5% |
| 7D | -4.4% | +8.5% | -12.9% | -6.5% |
| 30D | +14.7% | +0.7% | +14.1% | +14.5% |
| 3M | +32.4% | +0.6% | +31.8% | +31.5% |
| 6M | +36.9% | -17.9% | +54.8% | +41.7% |
| YTD | -8.8% | -21.2% | +12.3% | -4.9% |
| 1Y | -15.3% | -18.9% | +3.6% | -12.8% |
| 3Y | -21.2% | +52.6% | -73.8% | -33.9% |
| 5Y | -29.5% | +60.7% | -90.2% | -44.0% |
| 10Y | +120.0% | +278.1% | -158.1% | +21.0% |
| All | +302.1% | +808.1% | -505.9% | +87.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling