+109.9%
WDAY vs STRL
+7,463.3%
-7,353.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +3.2% | -8.1% | -5.1% |
| 7D | -6.1% | +10.1% | -16.2% | -6.9% |
| 30D | +3.7% | -8.2% | +11.9% | +4.2% |
| 3M | +29.6% | -43.7% | +73.3% | +34.7% |
| 6M | +23.3% | +27.1% | -3.8% | +12.2% |
| YTD | -13.3% | +64.0% | -77.3% | -24.9% |
| 1Y | -19.6% | +75.2% | -94.8% | -32.0% |
| 3Y | -25.7% | +539.9% | -565.6% | -52.4% |
| 5Y | -31.6% | +2,133.0% | -2,164.6% | -66.3% |
| 10Y | +109.9% | +7,178.3% | -7,068.3% | -22.0% |
| All | +109.9% | +7,463.3% | -7,353.3% | -22.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling