+129.6%
WDAY vs SNAP
-79.3%
+209.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.6% | -1.1% | -3.2% |
| 7D | -2.5% | -7.1% | +4.6% | -1.4% |
| 30D | +4.7% | -14.6% | +19.3% | +7.4% |
| 3M | +13.3% | -5.0% | +18.3% | +13.6% |
| 6M | +57.3% | -18.8% | +76.1% | +61.6% |
| YTD | -10.2% | -38.5% | +28.4% | -3.7% |
| 1Y | -14.1% | -38.1% | +24.0% | -8.1% |
| 3Y | -11.7% | -53.8% | +42.1% | -8.4% |
| 5Y | -33.5% | -90.7% | +57.2% | -17.3% |
| All | +129.6% | -79.3% | +209.0% | +89.9% |
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