-26.6%
WDAY vs SHEL
+69.1%
-95.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.5% |
| 7D | -10.5% | +3.9% | -14.5% | -10.8% |
| 30D | +2.1% | +7.0% | -4.9% | +1.6% |
| 3M | +34.6% | +12.5% | +22.1% | +33.1% |
| 6M | +29.9% | +14.8% | +15.1% | +28.2% |
| YTD | -13.8% | +34.2% | -48.0% | -16.6% |
| 1Y | -18.3% | +37.0% | -55.3% | -21.3% |
| All | -26.6% | +69.1% | -95.7% | -32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SHEL.
Daily Out/Under-Performance
Portfolio return minus SHEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHEL 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 3y: compounded portfolio wealth divided by compounded SHEL 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…
3y analysis · Full analysis span regression · 6 months rolling