+136.8%
WDAY vs STT
+198.7%
-61.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -4.8% | +5.1% | -9.9% | -6.4% |
| 30D | +2.5% | -0.2% | +2.7% | +2.4% |
| 3M | +8.8% | -8.1% | +16.9% | +11.6% |
| 6M | +60.7% | +16.6% | +44.1% | +50.4% |
| YTD | -11.2% | +37.8% | -49.1% | -22.4% |
| 1Y | -15.6% | +46.8% | -62.4% | -28.0% |
| 3Y | -17.1% | +181.2% | -198.3% | -45.0% |
| 5Y | -35.7% | +105.1% | -140.8% | -53.9% |
| All | +136.8% | +198.7% | -61.9% | +31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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