-13.5%
WDAY vs STRL
-30.1%
+16.6%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -21.5% | +23.4% | -1.6% |
| 7D | -1.2% | -27.1% | +25.8% | -5.8% |
| 30D | +6.8% | -45.8% | +52.6% | -2.8% |
| 3M | +17.8% | -47.6% | +65.5% | +7.3% |
| 6M | +57.8% | -46.4% | +104.3% | +43.4% |
| YTD | -6.0% | -7.4% | +1.3% | -10.3% |
| 1Y | -13.5% | -25.9% | +12.3% | -16.1% |
| All | -13.5% | -30.1% | +16.6% | -16.1% |
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