-15.8%
WDAY vs SRE
+23.7%
-39.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.2% | -0.3% |
| 7D | -4.8% | -1.1% | -3.7% | -4.7% |
| 30D | +2.5% | -4.1% | +6.6% | +2.5% |
| 3M | +8.8% | -7.3% | +16.1% | +8.9% |
| 6M | +60.7% | -14.1% | +74.8% | +61.5% |
| YTD | -11.2% | -8.5% | -2.7% | -12.1% |
| 1Y | -15.6% | -12.0% | -3.6% | -15.9% |
| All | -15.8% | +23.7% | -39.5% | -20.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling