-30.8%
WDAY vs SIRI
-42.5%
+11.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -0.7% |
| 7D | -10.5% | -3.0% | -7.6% | -10.2% |
| 30D | +2.1% | +1.3% | +0.8% | +1.9% |
| 3M | +34.6% | +5.6% | +29.0% | +34.0% |
| 6M | +29.9% | +35.2% | -5.3% | +25.0% |
| YTD | -13.8% | +49.1% | -62.9% | -18.2% |
| 1Y | -18.3% | +26.8% | -45.1% | -21.0% |
| 3Y | -26.2% | -23.7% | -2.5% | -26.9% |
| 5Y | -30.8% | -41.8% | +11.0% | -23.3% |
| All | -30.8% | -42.5% | +11.7% | -23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling