-21.8%
WDAY vs SNAP
-42.1%
+20.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -4.0% | -1.3% | -4.7% |
| 7D | -4.4% | +0.7% | -5.1% | -4.5% |
| 30D | +14.7% | +2.6% | +12.1% | +14.1% |
| 3M | +32.4% | -9.9% | +42.3% | +33.4% |
| 6M | +36.9% | +1.9% | +35.0% | +35.0% |
| YTD | -8.8% | -32.2% | +23.4% | -5.6% |
| 1Y | -15.3% | -22.8% | +7.6% | -13.6% |
| All | -21.8% | -42.1% | +20.3% | -28.1% |
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