-26.4%
WDAY vs SNY
-9.6%
-16.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | -5.2% | -3.3% | -1.8% | -4.8% |
| 30D | +5.9% | -2.2% | +8.1% | +6.2% |
| 3M | +42.3% | -3.0% | +45.3% | +42.7% |
| 6M | +34.7% | +2.7% | +32.0% | +34.4% |
| YTD | -13.5% | -6.8% | -6.7% | -13.1% |
| 1Y | -18.1% | -5.3% | -12.8% | -17.8% |
| 3Y | -26.4% | -9.8% | -16.6% | -26.1% |
| All | -26.4% | -9.6% | -16.8% | -26.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling