+144.0%
WDAY vs STZ
+13.4%
+130.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.7% | +2.3% | +2.8% |
| 7D | +1.8% | +2.6% | -0.7% | +0.9% |
| 30D | +4.1% | +15.2% | -11.1% | -0.9% |
| 3M | -4.8% | +7.6% | -12.5% | -7.4% |
| 6M | +68.6% | +5.3% | +63.4% | +64.8% |
| YTD | -8.5% | +8.6% | -17.2% | -13.2% |
| 1Y | -12.1% | +15.6% | -27.7% | -18.7% |
| 3Y | -13.2% | -35.2% | +22.0% | -2.5% |
| 5Y | -33.7% | -29.1% | -4.6% | -28.5% |
| All | +144.0% | +13.4% | +130.6% | +112.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling