-17.9%
WDAY vs STLD
+124.8%
-142.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.8% | -4.5% | -1.2% |
| 7D | -4.6% | -4.7% | +0.1% | -4.0% |
| 30D | +1.2% | -0.9% | +2.2% | +1.2% |
| 3M | +2.6% | -11.9% | +14.4% | +4.2% |
| 6M | +47.8% | +0.9% | +46.9% | +46.3% |
| YTD | -12.1% | +40.4% | -52.5% | -19.6% |
| 1Y | -17.1% | +56.6% | -73.7% | -26.5% |
| 3Y | -17.9% | +125.5% | -143.4% | -36.9% |
| All | -17.9% | +124.8% | -142.6% | -36.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling