+135.8%
WDAY vs SW
+189.7%
-53.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.1% | -2.1% | +1.6% |
| 7D | -1.2% | +12.1% | -13.3% | -2.1% |
| 30D | +6.8% | +6.6% | +0.3% | +6.2% |
| 3M | +17.8% | -6.0% | +23.9% | +18.4% |
| 6M | +57.8% | +21.5% | +36.4% | +55.2% |
| YTD | -6.0% | +20.3% | -26.4% | -7.8% |
| 1Y | -13.5% | +28.1% | -41.7% | -15.7% |
| 3Y | -7.6% | +51.6% | -59.2% | -10.8% |
| 5Y | -30.5% | -0.1% | -30.4% | -33.0% |
| All | +135.8% | +189.7% | -53.9% | +123.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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