-26.6%
WDAY vs SITM
+423.6%
-450.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.6% | -0.6% |
| 7D | -10.5% | +4.8% | -15.4% | -10.7% |
| 30D | +2.1% | -9.7% | +11.8% | +2.4% |
| 3M | +34.6% | -9.3% | +44.0% | +34.5% |
| 6M | +29.9% | +69.5% | -39.6% | +21.7% |
| YTD | -13.8% | +70.5% | -84.3% | -20.2% |
| 1Y | -18.3% | +145.3% | -163.5% | -28.7% |
| All | -26.6% | +423.6% | -450.2% | -43.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling