-18.7%
WDAY vs SN
+659.6%
-678.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.7% | -6.3% | -3.9% |
| 7D | -2.5% | +7.2% | -9.7% | -3.3% |
| 30D | +4.7% | +20.4% | -15.7% | +2.4% |
| 3M | +13.3% | +23.9% | -10.6% | +10.3% |
| 6M | +57.3% | +93.0% | -35.7% | +45.6% |
| YTD | -10.2% | +99.2% | -109.4% | -17.5% |
| 1Y | -14.1% | +142.6% | -156.7% | -23.3% |
| 3Y | -11.7% | +398.8% | -410.5% | -24.2% |
| All | -18.7% | +659.6% | -678.2% | -30.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling