-13.5%
WDAY vs SN
+156.5%
-170.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.1% | -2.1% | +1.8% |
| 7D | -1.2% | +10.6% | -11.9% | -1.7% |
| 30D | +6.8% | +20.0% | -13.2% | +6.0% |
| 3M | +17.8% | +30.4% | -12.5% | +16.8% |
| 6M | +57.8% | +91.0% | -33.2% | +59.2% |
| YTD | -6.0% | +95.9% | -102.0% | -4.3% |
| 1Y | -13.5% | +158.9% | -172.4% | -12.5% |
| All | -13.5% | +156.5% | -170.0% | -12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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