+302.1%
WDAY vs STRL
+4,874.3%
-4,572.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +5.8% | -11.1% | -5.9% |
| 7D | -4.4% | +3.4% | -7.8% | -4.7% |
| 30D | +14.7% | -9.2% | +24.0% | +15.5% |
| 3M | +32.4% | -51.0% | +83.4% | +40.2% |
| 6M | +36.9% | +15.8% | +21.1% | +26.3% |
| YTD | -8.8% | +58.9% | -67.7% | -20.4% |
| 1Y | -15.3% | +68.5% | -83.8% | -27.5% |
| 3Y | -21.2% | +485.2% | -506.4% | -47.2% |
| 5Y | -29.5% | +2,005.1% | -2,034.6% | -62.6% |
| 10Y | +120.0% | +7,118.0% | -6,997.9% | -9.9% |
| All | +302.1% | +4,874.3% | -4,572.2% | +73.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling