+282.6%
WDAY vs SIRI
+34.9%
+247.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.7% | -4.2% | -4.7% |
| 7D | -6.1% | +4.3% | -10.4% | -7.2% |
| 30D | +3.7% | -2.8% | +6.5% | +4.3% |
| 3M | +29.6% | +5.9% | +23.7% | +27.7% |
| 6M | +23.3% | +31.9% | -8.6% | +13.6% |
| YTD | -13.3% | +48.7% | -61.9% | -23.1% |
| 1Y | -19.6% | +23.2% | -42.9% | -25.2% |
| 3Y | -25.7% | -23.9% | -1.8% | -26.1% |
| 5Y | -31.6% | -43.4% | +11.8% | -30.1% |
| 10Y | +109.9% | -13.6% | +123.6% | +61.0% |
| All | +282.6% | +34.9% | +247.7% | +186.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling