+112.2%
WDAY vs SIRI
-10.2%
+122.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.1% |
| 7D | -5.2% | +0.6% | -5.7% | -5.3% |
| 30D | +5.9% | +2.5% | +3.4% | +5.2% |
| 3M | +42.3% | +6.6% | +35.6% | +40.3% |
| 6M | +34.7% | +32.9% | +1.8% | +25.2% |
| YTD | -13.5% | +50.5% | -64.0% | -22.4% |
| 1Y | -18.1% | +28.0% | -46.0% | -23.8% |
| 3Y | -26.4% | -22.4% | -4.0% | -27.0% |
| 5Y | -30.6% | -41.3% | +10.7% | -29.7% |
| All | +112.2% | -10.2% | +122.4% | +55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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