+133.1%
WDAY vs SNAP
-77.2%
+210.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -4.0% | -1.3% | -4.6% |
| 7D | -4.4% | +0.7% | -5.1% | -4.5% |
| 30D | +14.7% | +2.6% | +12.1% | +14.0% |
| 3M | +32.4% | -9.9% | +42.3% | +34.3% |
| 6M | +36.9% | +1.9% | +35.0% | +34.7% |
| YTD | -8.8% | -32.2% | +23.4% | -3.5% |
| 1Y | -15.3% | -22.8% | +7.6% | -12.8% |
| 3Y | -21.2% | -47.6% | +26.4% | -20.1% |
| 5Y | -29.5% | -92.7% | +63.2% | -8.5% |
| All | +133.1% | -77.2% | +210.3% | +90.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling