-19.6%
WDAY vs SO
+0.5%
-20.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.0% | -5.9% | -4.4% |
| 7D | -6.1% | +1.0% | -7.1% | -5.6% |
| 30D | +3.7% | -3.2% | +6.9% | +2.2% |
| 3M | +29.6% | -1.7% | +31.3% | +29.9% |
| 6M | +23.3% | -7.2% | +30.5% | +21.1% |
| YTD | -13.3% | +4.6% | -17.8% | -9.5% |
| 1Y | -19.6% | +1.2% | -20.9% | -17.4% |
| All | -19.6% | +0.5% | -20.2% | -17.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling