-11.7%
WDAY vs STT
+165.4%
-177.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.2% | -3.8% | -3.7% |
| 7D | -2.5% | -2.5% | 0.0% | -1.8% |
| 30D | +4.7% | -5.0% | +9.6% | +6.0% |
| 3M | +13.3% | -10.5% | +23.8% | +16.5% |
| 6M | +57.3% | +10.0% | +47.3% | +49.3% |
| YTD | -10.2% | +30.7% | -40.9% | -21.0% |
| 1Y | -14.1% | +43.8% | -57.8% | -27.8% |
| 3Y | -11.7% | +168.1% | -179.7% | -47.5% |
| All | -11.7% | +165.4% | -177.0% | -47.5% |
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 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