-15.6%
WDAY vs STLA
-64.2%
+48.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.1% | +5.8% | 0.0% |
| 7D | -4.8% | -13.1% | +8.3% | -4.2% |
| 30D | +2.5% | -13.3% | +15.7% | +3.0% |
| 3M | +8.8% | -27.9% | +36.6% | +10.3% |
| 6M | +60.7% | -47.8% | +108.6% | +60.9% |
| YTD | -11.2% | -64.6% | +53.3% | -7.2% |
| 1Y | -15.6% | -64.0% | +48.4% | -13.1% |
| All | -15.6% | -64.2% | +48.5% | -13.1% |
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