+302.1%
WDAY vs SO
+248.3%
+53.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.7% | -4.6% | -5.2% |
| 7D | -4.4% | -0.2% | -4.2% | -4.3% |
| 30D | +14.7% | -4.6% | +19.3% | +15.7% |
| 3M | +32.4% | -3.0% | +35.4% | +33.1% |
| 6M | +36.9% | -8.3% | +45.1% | +38.8% |
| YTD | -8.8% | +3.5% | -12.4% | -10.1% |
| 1Y | -15.3% | -0.9% | -14.4% | -15.7% |
| 3Y | -21.2% | +45.4% | -66.6% | -29.7% |
| 5Y | -29.5% | +59.6% | -89.1% | -38.9% |
| 10Y | +120.0% | +156.6% | -36.6% | +77.5% |
| All | +302.1% | +248.3% | +53.8% | +217.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling