-21.8%
WDAY vs STT
+206.4%
-228.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.2% | -5.5% | -5.4% |
| 7D | -4.4% | +0.5% | -4.8% | -4.5% |
| 30D | +14.7% | +3.9% | +10.9% | +13.3% |
| 3M | +32.4% | +20.0% | +12.4% | +23.8% |
| 6M | +36.9% | +55.3% | -18.4% | +14.7% |
| YTD | -8.8% | +53.3% | -62.2% | -23.3% |
| 1Y | -15.3% | +74.7% | -90.0% | -33.0% |
| All | -21.8% | +206.4% | -228.3% | -54.4% |
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