+109.9%
WDAY vs STT
+264.2%
-154.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.2% | -3.6% | -4.4% |
| 7D | -6.1% | +2.2% | -8.3% | -6.8% |
| 30D | +3.7% | +3.9% | -0.2% | +2.2% |
| 3M | +29.6% | +19.2% | +10.4% | +20.9% |
| 6M | +23.3% | +60.4% | -37.0% | +2.6% |
| YTD | -13.3% | +51.5% | -64.7% | -26.4% |
| 1Y | -19.6% | +76.3% | -95.9% | -35.7% |
| 3Y | -25.7% | +200.7% | -226.4% | -51.7% |
| 5Y | -31.6% | +157.5% | -189.0% | -54.5% |
| 10Y | +109.9% | +262.0% | -152.0% | +11.4% |
| All | +109.9% | +264.2% | -154.2% | +11.4% |
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