-31.0%
WDAY vs SW
-1.6%
-29.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.6% |
| 7D | +2.4% | +4.7% | -2.2% | +1.9% |
| 30D | +7.3% | +5.0% | +2.3% | +6.6% |
| 3M | +17.3% | -7.3% | +24.6% | +18.3% |
| 6M | +55.3% | +15.0% | +40.3% | +52.4% |
| YTD | -6.8% | +18.5% | -25.3% | -9.5% |
| 1Y | -13.8% | +27.1% | -40.9% | -17.1% |
| 3Y | -8.4% | +49.3% | -57.7% | -13.6% |
| 5Y | -31.0% | -1.6% | -29.3% | -36.2% |
| All | -31.0% | -1.6% | -29.3% | -36.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling