+296.2%
WDAY vs STRL
+2,485.1%
-2,188.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.5% | -7.1% | -3.9% |
| 7D | -2.5% | -26.9% | +24.4% | -0.2% |
| 30D | +4.7% | -52.7% | +57.4% | +11.1% |
| 3M | +13.3% | -52.8% | +66.1% | +19.8% |
| 6M | +57.3% | -71.5% | +128.8% | +71.7% |
| YTD | -10.2% | -17.4% | +7.3% | -17.6% |
| 1Y | -14.1% | -35.0% | +20.9% | -18.7% |
| 3Y | -11.7% | +239.2% | -250.9% | -38.8% |
| 5Y | -33.5% | +830.2% | -863.6% | -61.9% |
| 10Y | +133.1% | +3,574.7% | -3,441.7% | +0.6% |
| All | +296.2% | +2,485.1% | -2,188.9% | +79.2% |
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