-13.5%
WDAY vs SITM
+47.5%
-61.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -9.4% | +11.3% | +0.7% |
| 7D | -1.2% | -19.5% | +18.3% | -3.9% |
| 30D | +6.8% | -43.2% | +50.0% | -0.6% |
| 3M | +17.8% | -30.8% | +48.7% | +13.7% |
| 6M | +57.8% | -28.6% | +86.4% | +53.9% |
| YTD | -6.0% | +14.2% | -20.2% | -3.2% |
| 1Y | -13.5% | +44.4% | -57.9% | -11.1% |
| All | -13.5% | +47.5% | -61.1% | -11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 1y: compounded portfolio wealth divided by compounded SITM 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…
1y analysis · Full analysis span regression · 6 months rolling