+302.1%
WDAY vs STLA
+182.2%
+119.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.3% | -6.7% | -5.7% |
| 7D | -4.4% | +2.6% | -6.9% | -5.0% |
| 30D | +14.7% | -1.2% | +16.0% | +15.0% |
| 3M | +32.4% | -24.8% | +57.1% | +41.3% |
| 6M | +36.9% | -25.6% | +62.4% | +45.0% |
| YTD | -8.8% | -48.9% | +40.1% | +4.8% |
| 1Y | -15.3% | -38.8% | +23.5% | -8.2% |
| 3Y | -21.2% | -64.5% | +43.3% | -5.3% |
| 5Y | -29.5% | -62.4% | +32.9% | -18.9% |
| 10Y | +120.0% | +55.4% | +64.6% | +71.8% |
| All | +302.1% | +182.2% | +119.9% | +236.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling