-17.4%
WDAY vs SN
+490.7%
-508.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.0% | -4.3% | -5.3% |
| 7D | -4.4% | -9.3% | +5.0% | -3.3% |
| 30D | +14.7% | -4.8% | +19.5% | +15.3% |
| 3M | +32.4% | +40.4% | -8.1% | +27.3% |
| 6M | +36.9% | +50.9% | -14.1% | +30.4% |
| YTD | -8.8% | +54.9% | -63.8% | -13.7% |
| 1Y | -15.3% | +43.0% | -58.3% | -19.0% |
| 3Y | -21.2% | +391.8% | -413.0% | -30.4% |
| All | -17.4% | +490.7% | -508.1% | -27.1% |
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