+302.1%
WDAY vs STT
+561.7%
-259.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +22.2% |
| 6M | +36.9% | +55.3% | -18.4% | +13.0% |
| YTD | -8.8% | +53.3% | -62.2% | -24.5% |
| 1Y | -15.3% | +74.7% | -90.0% | -33.6% |
| 3Y | -21.2% | +205.8% | -227.0% | -51.6% |
| 5Y | -29.5% | +145.0% | -174.5% | -54.3% |
| 10Y | +120.0% | +266.0% | -146.0% | +6.1% |
| All | +302.1% | +561.7% | -259.6% | +58.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling