-18.3%
WDAY vs SITM
+142.3%
-160.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.6% | -0.3% |
| 7D | -10.5% | +4.8% | -15.4% | -9.9% |
| 30D | +2.1% | -9.7% | +11.8% | +1.2% |
| 3M | +34.6% | -9.3% | +44.0% | +36.1% |
| 6M | +29.9% | +69.5% | -39.6% | +38.0% |
| YTD | -13.8% | +70.5% | -84.3% | -8.4% |
| All | -18.3% | +142.3% | -160.6% | -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