+302.1%
WDAY vs SW
+576.5%
-274.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.3% | -6.6% | -5.5% |
| 7D | -4.4% | -5.1% | +0.7% | -4.0% |
| 30D | +14.7% | -4.6% | +19.3% | +15.2% |
| 3M | +32.4% | +9.4% | +23.0% | +31.3% |
| 6M | +36.9% | +3.5% | +33.4% | +36.1% |
| YTD | -8.8% | +22.0% | -30.9% | -10.7% |
| 1Y | -15.3% | +2.2% | -17.5% | -16.0% |
| 3Y | -21.2% | +19.6% | -40.8% | -23.2% |
| 5Y | -29.5% | -2.3% | -27.2% | -31.9% |
| 10Y | +120.0% | +181.4% | -61.3% | +95.6% |
| All | +302.1% | +576.5% | -274.4% | +170.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling