+144.0%
WDAY vs SRE
+127.7%
+16.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.7% | +2.3% | +2.8% |
| 7D | +1.8% | +1.8% | +0.1% | +1.3% |
| 30D | +4.1% | -3.0% | +7.1% | +4.9% |
| 3M | -4.8% | -7.3% | +2.4% | -3.0% |
| 6M | +68.6% | -11.9% | +80.5% | +73.6% |
| YTD | -8.5% | -7.9% | -0.7% | -8.0% |
| 1Y | -12.1% | -11.1% | -0.9% | -10.6% |
| 3Y | -13.2% | +24.8% | -38.0% | -24.2% |
| 5Y | -33.7% | +52.4% | -86.1% | -46.6% |
| All | +144.0% | +127.7% | +16.3% | +84.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling