+302.1%
WDAY vs STZ
+332.3%
-30.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.7% | -4.7% | -5.2% |
| 7D | -4.4% | -1.9% | -2.4% | -3.8% |
| 30D | +14.7% | -1.9% | +16.6% | +15.4% |
| 3M | +32.4% | -6.2% | +38.6% | +34.8% |
| 6M | +36.9% | -14.0% | +50.9% | +41.8% |
| YTD | -8.8% | -5.1% | -3.7% | -9.1% |
| 1Y | -15.3% | -9.6% | -5.7% | -14.4% |
| 3Y | -21.2% | -47.2% | +26.0% | -6.8% |
| 5Y | -29.5% | -33.6% | +4.1% | -23.0% |
| 10Y | +120.0% | -9.8% | +129.8% | +111.9% |
| All | +302.1% | +332.3% | -30.2% | +241.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling