+13.8%
WDAY vs SITM
+3,319.5%
-3,305.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -5.5% | +8.6% | +3.8% |
| 7D | +1.8% | +6.6% | -4.8% | +0.8% |
| 30D | +4.1% | -15.3% | +19.4% | +5.6% |
| 3M | -4.8% | -35.4% | +30.5% | -0.6% |
| 6M | +68.6% | -46.8% | +115.4% | +77.2% |
| YTD | -8.5% | +25.9% | -34.4% | -20.5% |
| 1Y | -12.1% | +54.0% | -66.1% | -26.9% |
| 3Y | -13.2% | +315.6% | -328.8% | -47.7% |
| 5Y | -33.7% | +74.4% | -108.2% | -56.6% |
| All | +13.8% | +3,319.5% | -3,305.7% | -56.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling