-13.2%
WDAY vs STT
+182.6%
-195.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.1% | +3.2% | +3.1% |
| 7D | +1.8% | +4.8% | -2.9% | +0.5% |
| 30D | +4.1% | +3.9% | +0.1% | +2.9% |
| 3M | -4.8% | -8.2% | +3.3% | -2.8% |
| 6M | +68.6% | +15.6% | +53.0% | +58.0% |
| YTD | -8.5% | +37.6% | -46.2% | -20.7% |
| 1Y | -12.1% | +50.1% | -62.2% | -26.9% |
| 3Y | -13.2% | +183.1% | -196.2% | -48.4% |
| All | -13.2% | +182.6% | -195.8% | -48.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling