-15.3%
WDAY vs SNY
+2.0%
-17.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.2% | -5.2% | -5.4% |
| 7D | -4.4% | -1.3% | -3.1% | -4.3% |
| 30D | +14.7% | +3.4% | +11.3% | +14.5% |
| 3M | +32.4% | -0.3% | +32.7% | +31.6% |
| 6M | +36.9% | +1.0% | +35.9% | +36.1% |
| YTD | -8.8% | -3.6% | -5.2% | -9.6% |
| 1Y | -15.3% | +3.0% | -18.3% | -11.9% |
| All | -15.3% | +2.0% | -17.3% | -11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 1y: compounded portfolio wealth divided by compounded SNY 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…
1y analysis · Full analysis span regression · 6 months rolling