+131.0%
WDAY vs STRL
+4,073.8%
-3,942.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.9% | -3.7% | +0.9% |
| 7D | -5.3% | +7.1% | -12.4% | -5.9% |
| 30D | +1.5% | -39.4% | +40.9% | +4.8% |
| 3M | +5.5% | -43.0% | +48.4% | +9.0% |
| 6M | +57.4% | -65.0% | +122.4% | +67.6% |
| YTD | -11.0% | -0.8% | -10.2% | -20.6% |
| 1Y | -15.8% | -20.3% | +4.5% | -22.6% |
| 3Y | -16.9% | +356.5% | -373.4% | -46.8% |
| 5Y | -35.3% | +952.8% | -988.1% | -66.0% |
| 10Y | +131.0% | +3,877.1% | -3,746.1% | -18.2% |
| All | +131.0% | +4,073.8% | -3,942.7% | -18.2% |
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