+113.3%
WDAY vs STZ
-13.0%
+126.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.3% |
| 7D | -7.4% | -6.0% | -1.3% | -5.4% |
| 30D | +1.0% | -8.9% | +9.9% | +4.3% |
| 3M | +32.7% | -12.6% | +45.2% | +38.7% |
| 6M | +25.6% | -17.2% | +42.8% | +32.4% |
| YTD | -13.4% | -10.0% | -3.4% | -12.2% |
| 1Y | -19.4% | -14.3% | -5.1% | -17.1% |
| 3Y | -25.8% | -49.9% | +24.1% | -8.3% |
| 5Y | -31.1% | -38.2% | +7.1% | -22.2% |
| 10Y | +113.3% | -12.0% | +125.3% | +100.7% |
| All | +113.3% | -13.0% | +126.4% | +100.7% |
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