+112.2%
WDAY vs SRE
+122.3%
-10.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.6% |
| 7D | -5.2% | -0.8% | -4.3% | -5.0% |
| 30D | +5.9% | -3.0% | +8.9% | +6.7% |
| 3M | +42.3% | -8.3% | +50.6% | +45.4% |
| 6M | +34.7% | -8.9% | +43.6% | +37.0% |
| YTD | -13.5% | -4.3% | -9.3% | -13.9% |
| 1Y | -18.1% | +2.7% | -20.8% | -20.6% |
| 3Y | -26.4% | +28.7% | -55.0% | -36.2% |
| 5Y | -30.6% | +47.1% | -77.7% | -43.2% |
| All | +112.2% | +122.3% | -10.1% | +52.8% |
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