-34.1%
WDAY vs STLA
-70.1%
+36.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.2% | -3.4% | -3.6% |
| 7D | -2.5% | -4.5% | +2.0% | -1.6% |
| 30D | +4.7% | -3.9% | +8.6% | +5.2% |
| 3M | +13.3% | -20.2% | +33.5% | +18.2% |
| 6M | +57.3% | -42.2% | +99.5% | +74.6% |
| YTD | -10.2% | -59.3% | +49.1% | +6.8% |
| 1Y | -14.1% | -56.1% | +42.0% | -0.2% |
| 3Y | -11.7% | -73.7% | +62.0% | +11.9% |
| All | -34.1% | -70.1% | +36.0% | -31.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling