-28.6%
WDAY vs STT
+145.1%
-173.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +12.9% |
| 3M | +32.4% | +20.0% | +12.4% | +22.4% |
| 6M | +36.9% | +55.3% | -18.4% | +12.8% |
| YTD | -8.8% | +53.3% | -62.2% | -24.6% |
| 1Y | -15.3% | +74.7% | -90.0% | -34.0% |
| 3Y | -21.2% | +205.8% | -227.0% | -52.6% |
| All | -28.6% | +145.1% | -173.7% | -57.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling