-16.6%
WDAY vs STLA
-57.6%
+41.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | -4.0% | -6.4% | +2.4% | -3.8% |
| 30D | +1.9% | -1.3% | +3.3% | +2.0% |
| 3M | +5.9% | -19.9% | +25.8% | +6.7% |
| 6M | +48.8% | -42.9% | +91.7% | +48.0% |
| YTD | -11.4% | -59.4% | +48.0% | -8.1% |
| All | -16.6% | -57.6% | +41.0% | -16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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