-31.1%
WDAY vs SRE
+48.6%
-79.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | -7.4% | +1.5% | -8.8% | -7.6% |
| 30D | +1.0% | +0.8% | +0.2% | +0.8% |
| 3M | +32.7% | -5.8% | +38.5% | +33.8% |
| 6M | +25.6% | -7.8% | +33.4% | +26.7% |
| YTD | -13.4% | -2.4% | -11.0% | -14.3% |
| 1Y | -19.4% | +8.9% | -28.3% | -23.2% |
| 3Y | -25.8% | +31.1% | -56.8% | -36.3% |
| 5Y | -31.1% | +48.6% | -79.7% | -42.5% |
| All | -31.1% | +48.6% | -79.7% | -42.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling