-34.1%
WDAY vs SWK
-25.5%
-8.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.3% | -3.5% |
| 7D | -2.5% | +11.0% | -13.5% | -5.3% |
| 30D | +4.7% | +30.1% | -25.4% | -2.4% |
| 3M | +13.3% | +14.7% | -1.3% | +9.0% |
| 6M | +57.3% | +44.5% | +12.8% | +41.4% |
| YTD | -10.2% | +59.4% | -69.6% | -22.6% |
| 1Y | -14.1% | +77.5% | -91.6% | -28.6% |
| 3Y | -11.7% | +49.5% | -61.1% | -27.1% |
| All | -34.1% | -25.5% | -8.6% | -33.9% |
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