-21.8%
WDAY vs STLA
-64.4%
+42.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.3% | -6.7% | -5.5% |
| 7D | -4.4% | +2.6% | -6.9% | -4.7% |
| 30D | +14.7% | -1.2% | +16.0% | +14.8% |
| 3M | +32.4% | -24.8% | +57.1% | +36.5% |
| 6M | +36.9% | -25.6% | +62.4% | +40.5% |
| YTD | -8.8% | -48.9% | +40.1% | -1.3% |
| 1Y | -15.3% | -38.8% | +23.5% | -12.0% |
| All | -21.8% | -64.4% | +42.6% | -17.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling