-14.1%
WDAY vs SW
+26.7%
-40.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.9% | -2.7% | -3.6% |
| 7D | -2.5% | +2.3% | -4.8% | -2.6% |
| 30D | +4.7% | +6.8% | -2.1% | +4.4% |
| 3M | +13.3% | -5.2% | +18.5% | +13.7% |
| 6M | +57.3% | +7.4% | +49.9% | +60.2% |
| YTD | -10.2% | +17.4% | -27.6% | -9.6% |
| 1Y | -14.1% | +27.1% | -41.2% | -14.2% |
| All | -14.1% | +26.7% | -40.8% | -14.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling