-15.3%
WDAY vs STRL
+76.3%
-91.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +5.8% | -11.1% | -4.5% |
| 7D | -4.4% | +3.4% | -7.8% | -3.8% |
| 30D | +14.7% | -9.2% | +24.0% | +13.5% |
| 3M | +32.4% | -51.0% | +83.4% | +25.1% |
| 6M | +36.9% | +15.8% | +21.1% | +38.9% |
| YTD | -8.8% | +58.9% | -67.7% | -8.1% |
| 1Y | -15.3% | +68.5% | -83.8% | -13.9% |
| All | -15.3% | +76.3% | -91.6% | -13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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