+8.0%
WDAY vs SITM
+4,507.3%
-4,499.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.1% | -2.7% | -4.5% |
| 7D | -6.1% | +8.4% | -14.5% | -7.3% |
| 30D | +3.7% | -17.4% | +21.1% | +6.2% |
| 3M | +29.6% | -9.8% | +39.4% | +28.0% |
| 6M | +23.3% | +83.0% | -59.6% | +4.7% |
| YTD | -13.3% | +69.6% | -82.9% | -26.7% |
| 1Y | -19.6% | +144.9% | -164.5% | -38.1% |
| 3Y | -25.7% | +429.9% | -455.5% | -56.1% |
| 5Y | -31.6% | +169.2% | -200.7% | -57.8% |
| All | +8.0% | +4,507.3% | -4,499.4% | -59.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling