+112.2%
WDAY vs SU
+267.2%
-155.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.5% | +0.4% |
| 7D | -5.2% | +2.2% | -7.4% | -5.5% |
| 30D | +5.9% | +8.4% | -2.5% | +4.5% |
| 3M | +42.3% | +12.1% | +30.2% | +39.2% |
| 6M | +34.7% | +19.7% | +15.1% | +30.2% |
| YTD | -13.5% | +58.4% | -72.0% | -20.7% |
| 1Y | -18.1% | +67.2% | -85.3% | -25.7% |
| 3Y | -26.4% | +125.0% | -151.4% | -37.6% |
| 5Y | -30.6% | +355.1% | -385.6% | -50.1% |
| All | +112.2% | +267.2% | -155.0% | +54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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