-13.5%
WDAY vs STZ
+14.7%
-28.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.3% | -3.4% | +1.6% |
| 7D | -1.2% | +13.0% | -14.2% | -2.0% |
| 30D | +6.8% | +29.4% | -22.6% | +5.9% |
| 3M | +17.8% | +11.6% | +6.3% | +17.0% |
| 6M | +57.8% | -0.2% | +58.0% | +53.2% |
| YTD | -6.0% | +8.6% | -14.6% | -8.9% |
| 1Y | -13.5% | +15.9% | -29.5% | -14.0% |
| All | -13.5% | +14.7% | -28.3% | -14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 1y: compounded portfolio wealth divided by compounded STZ 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…
1y analysis · Full analysis span regression · 6 months rolling