-9.1%
WDAY vs SOUN
-22.7%
+13.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | 0.0% | -5.4% | -5.4% |
| 7D | -4.4% | -5.2% | +0.8% | -4.1% |
| 30D | +14.7% | +4.8% | +9.9% | +14.4% |
| 3M | +32.4% | -15.9% | +48.2% | +33.1% |
| 6M | +36.9% | -17.4% | +54.3% | +37.6% |
| YTD | -8.8% | -32.4% | +23.6% | -7.8% |
| 1Y | -15.3% | -49.3% | +34.0% | -13.6% |
| 3Y | -21.2% | +167.5% | -188.7% | -25.9% |
| All | -9.1% | -22.7% | +13.6% | -15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SOUN.
Daily Out/Under-Performance
Portfolio return minus SOUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOUN 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 SOUN 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