-30.6%
WDAY vs SNY
+9.4%
-40.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | -5.2% | -3.3% | -1.8% | -4.6% |
| 30D | +5.9% | -2.2% | +8.1% | +6.4% |
| 3M | +42.3% | -3.0% | +45.3% | +43.1% |
| 6M | +34.7% | +2.7% | +32.0% | +33.9% |
| YTD | -13.5% | -6.8% | -6.7% | -12.7% |
| 1Y | -18.1% | -5.3% | -12.8% | -17.7% |
| 3Y | -26.4% | -9.8% | -16.6% | -26.0% |
| All | -30.6% | +9.4% | -40.1% | -34.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling