-33.5%
WDAY vs SITM
+73.6%
-107.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -5.5% | +8.6% | +3.7% |
| 7D | +1.8% | +6.6% | -4.8% | +0.9% |
| 30D | +4.1% | -15.3% | +19.4% | +5.4% |
| 3M | -4.8% | -35.4% | +30.5% | -1.2% |
| 6M | +68.6% | -46.8% | +115.4% | +76.7% |
| YTD | -8.5% | +25.9% | -34.4% | -20.3% |
| 1Y | -12.1% | +54.0% | -66.1% | -26.9% |
| 3Y | -13.2% | +315.6% | -328.8% | -49.5% |
| All | -33.5% | +73.6% | -107.2% | -57.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling