+7.6%
WDAY vs SITM
+4,789.7%
-4,782.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.5% | -5.2% | -0.5% |
| 7D | -5.2% | +3.9% | -9.0% | -5.7% |
| 30D | +5.9% | -6.6% | +12.5% | +6.5% |
| 3M | +42.3% | -11.9% | +54.1% | +41.4% |
| 6M | +34.7% | +81.1% | -46.4% | +14.8% |
| YTD | -13.5% | +80.0% | -93.5% | -27.6% |
| 1Y | -18.1% | +145.8% | -163.9% | -36.8% |
| 3Y | -26.4% | +475.9% | -502.3% | -57.2% |
| 5Y | -30.6% | +189.2% | -219.8% | -57.7% |
| All | +7.6% | +4,789.7% | -4,782.1% | -60.1% |
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 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