-13.5%
WDAY vs SRE
-7.5%
-6.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.9% | +4.9% | +0.2% |
| 7D | -1.2% | -2.1% | +0.9% | -2.4% |
| 30D | +6.8% | +6.1% | +0.8% | +10.9% |
| 3M | +17.8% | -3.5% | +21.4% | +14.8% |
| 6M | +57.8% | -10.8% | +68.6% | +47.5% |
| YTD | -6.0% | -4.0% | -2.0% | -8.6% |
| 1Y | -13.5% | -7.7% | -5.9% | -16.7% |
| All | -13.5% | -7.5% | -6.1% | -16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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