-22.9%
WDAY vs SOLS
+20.3%
-43.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.8% | -0.6% |
| 7D | -7.4% | +3.7% | -11.1% | -6.5% |
| 30D | +1.0% | +5.0% | -4.0% | +2.1% |
| 3M | +32.7% | -21.1% | +53.8% | +26.9% |
| 6M | +25.6% | -14.2% | +39.8% | +22.2% |
| YTD | -13.4% | +30.6% | -44.0% | -15.7% |
| All | -22.9% | +20.3% | -43.2% | -25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SOLS.
Daily Out/Under-Performance
Portfolio return minus SOLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOLS 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 3y: compounded portfolio wealth divided by compounded SOLS 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…
3y analysis · Full analysis span regression · 6 months rolling