-20.8%
WDAY vs STRL
+484.5%
-505.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +5.8% | -11.1% | -5.1% |
| 7D | -4.4% | +3.4% | -7.8% | -4.2% |
| 30D | +14.7% | -9.2% | +24.0% | +14.4% |
| 3M | +32.4% | -51.0% | +83.4% | +32.2% |
| 6M | +36.9% | +15.8% | +21.1% | +31.6% |
| YTD | -8.8% | +58.9% | -67.7% | -15.3% |
| 1Y | -15.3% | +68.5% | -83.8% | -22.4% |
| All | -20.8% | +484.5% | -505.3% | -37.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling