-26.2%
WDAY vs SIRI
-24.2%
-2.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | 0.0% |
| 7D | -7.4% | -3.9% | -3.5% | -6.9% |
| 30D | +1.0% | -0.8% | +1.8% | +1.1% |
| 3M | +32.7% | +4.3% | +28.4% | +32.3% |
| 6M | +25.6% | +34.1% | -8.5% | +21.1% |
| YTD | -13.4% | +47.3% | -60.7% | -17.7% |
| 1Y | -19.4% | +22.9% | -42.3% | -21.7% |
| All | -26.2% | -24.2% | -2.0% | -27.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling