+280.1%
WDAY vs SNY
+72.7%
+207.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | -10.5% | -3.6% | -6.9% | -9.5% |
| 30D | +2.1% | -1.9% | +4.0% | +2.8% |
| 3M | +34.6% | -2.0% | +36.6% | +35.7% |
| 6M | +29.9% | +2.5% | +27.3% | +28.5% |
| YTD | -13.8% | -7.0% | -6.9% | -12.3% |
| 1Y | -18.3% | -4.4% | -13.9% | -17.9% |
| 3Y | -26.2% | -8.4% | -17.7% | -26.9% |
| 5Y | -30.8% | +9.5% | -40.4% | -37.5% |
| 10Y | +112.2% | +64.3% | +47.9% | +60.3% |
| All | +280.1% | +72.7% | +207.5% | +207.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling