-19.6%
WDAY vs STT
+74.0%
-93.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.2% | -3.6% | -4.9% |
| 7D | -6.1% | +2.2% | -8.3% | -6.0% |
| 30D | +3.7% | +3.9% | -0.2% | +3.7% |
| 3M | +29.6% | +19.2% | +10.4% | +27.5% |
| 6M | +23.3% | +60.4% | -37.0% | +12.0% |
| YTD | -13.3% | +51.5% | -64.7% | -19.5% |
| 1Y | -19.6% | +76.3% | -95.9% | -33.5% |
| All | -19.6% | +74.0% | -93.6% | -33.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling