+123.9%
WDAY vs STT
+211.9%
-88.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.2% | -4.6% | -2.5% |
| 7D | -4.0% | +0.9% | -4.9% | -4.4% |
| 30D | +1.9% | -2.3% | +4.3% | +2.6% |
| 3M | +5.9% | -7.0% | +12.9% | +8.2% |
| 6M | +48.8% | +15.5% | +33.3% | +39.7% |
| YTD | -11.4% | +35.6% | -47.0% | -22.1% |
| 1Y | -15.5% | +47.9% | -63.4% | -28.1% |
| 3Y | -15.6% | +181.1% | -196.7% | -43.9% |
| 5Y | -35.2% | +108.2% | -143.4% | -53.7% |
| 10Y | +123.9% | +201.0% | -77.1% | +24.5% |
| All | +123.9% | +211.9% | -88.0% | +24.5% |
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