-35.2%
WDAY vs SWK
-23.3%
-11.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.8% | -4.2% | -2.1% |
| 7D | -4.0% | +10.7% | -14.7% | -6.7% |
| 30D | +1.9% | +33.3% | -31.4% | -5.6% |
| 3M | +5.9% | +14.7% | -8.8% | +1.8% |
| 6M | +48.8% | +48.5% | +0.3% | +32.8% |
| YTD | -11.4% | +63.9% | -75.3% | -24.2% |
| 1Y | -15.5% | +80.4% | -95.9% | -30.0% |
| 3Y | -15.6% | +58.1% | -73.8% | -31.7% |
| 5Y | -35.2% | -24.5% | -10.7% | -34.8% |
| All | -35.2% | -23.3% | -11.9% | -34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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