-35.5%
WDAY vs SUI
-27.3%
-8.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.6% |
| 7D | -5.3% | -2.4% | -2.8% | -4.2% |
| 30D | +1.5% | +3.3% | -1.8% | -0.1% |
| 3M | +5.5% | +0.7% | +4.8% | +5.0% |
| 6M | +57.4% | -4.1% | +61.6% | +60.1% |
| YTD | -11.0% | -1.8% | -9.2% | -10.8% |
| 1Y | -15.8% | -4.1% | -11.7% | -14.8% |
| 3Y | -16.9% | +17.4% | -34.3% | -27.1% |
| All | -35.5% | -27.3% | -8.3% | -25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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