-31.6%
WDAY vs STZ
-36.5%
+5.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -5.6% | +0.8% | -3.4% |
| 7D | -6.1% | -7.4% | +1.3% | -4.2% |
| 30D | +3.7% | -10.9% | +14.6% | +6.9% |
| 3M | +29.6% | -13.4% | +43.0% | +34.3% |
| 6M | +23.3% | -16.2% | +39.5% | +27.6% |
| YTD | -13.3% | -10.4% | -2.8% | -13.0% |
| 1Y | -19.6% | -14.8% | -4.9% | -18.1% |
| 3Y | -25.7% | -50.1% | +24.5% | -9.0% |
| 5Y | -31.6% | -38.8% | +7.2% | -24.5% |
| All | -31.6% | -36.5% | +5.0% | -24.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling