-13.2%
WDAY vs SNAP
-53.6%
+40.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.8% | +2.3% | +2.9% |
| 7D | +1.8% | +6.0% | -4.2% | +0.9% |
| 30D | +4.1% | -13.8% | +17.8% | +6.3% |
| 3M | -4.8% | -0.8% | -4.1% | -5.3% |
| 6M | +68.6% | -6.2% | +74.9% | +68.2% |
| YTD | -8.5% | -34.8% | +26.3% | -5.3% |
| 1Y | -12.1% | -38.7% | +26.6% | -8.4% |
| 3Y | -13.2% | -53.5% | +40.3% | -18.5% |
| All | -13.2% | -53.6% | +40.4% | -18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 3y: compounded portfolio wealth divided by compounded SNAP 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…
3y analysis · Full analysis span regression · 6 months rolling