-15.3%
WDAY vs STLD
+89.3%
-104.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.6% | -3.8% | -5.5% |
| 7D | -4.4% | +3.1% | -7.5% | -4.1% |
| 30D | +14.7% | -9.0% | +23.7% | +13.8% |
| 3M | +32.4% | -12.4% | +44.7% | +31.1% |
| 6M | +36.9% | +25.5% | +11.4% | +40.0% |
| YTD | -8.8% | +43.6% | -52.5% | -6.6% |
| 1Y | -15.3% | +87.2% | -102.5% | -11.7% |
| All | -15.3% | +89.3% | -104.5% | -11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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