+109.9%
WDAY vs SO
+156.9%
-46.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.0% | -5.9% | -5.1% |
| 7D | -6.1% | +1.0% | -7.1% | -6.3% |
| 30D | +3.7% | -3.2% | +6.9% | +4.4% |
| 3M | +29.6% | -1.7% | +31.3% | +30.0% |
| 6M | +23.3% | -7.2% | +30.5% | +25.1% |
| YTD | -13.3% | +4.6% | -17.8% | -14.9% |
| 1Y | -19.6% | +1.2% | -20.9% | -20.6% |
| 3Y | -25.7% | +45.3% | -70.9% | -35.1% |
| 5Y | -31.6% | +58.7% | -90.3% | -42.4% |
| 10Y | +109.9% | +155.9% | -45.9% | +63.5% |
| All | +109.9% | +156.9% | -46.9% | +63.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 10y: compounded portfolio wealth divided by compounded SO 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…
10y analysis · Full analysis span regression · 6 months rolling