+296.2%
WDAY vs SO
+265.0%
+31.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.1% | -2.6% | -3.4% |
| 7D | -2.5% | -1.5% | -1.0% | -2.2% |
| 30D | +4.7% | +8.1% | -3.4% | +3.1% |
| 3M | +13.3% | +0.2% | +13.1% | +13.2% |
| 6M | +57.3% | +0.4% | +56.9% | +56.9% |
| YTD | -10.2% | +8.5% | -18.7% | -12.2% |
| 1Y | -14.1% | +4.9% | -19.0% | -15.5% |
| 3Y | -11.7% | +47.9% | -59.6% | -21.2% |
| 5Y | -33.5% | +75.7% | -109.1% | -43.6% |
| 10Y | +133.1% | +178.0% | -44.9% | +86.1% |
| All | +296.2% | +265.0% | +31.2% | +210.2% |
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