-30.4%
WDAY vs SWK
-23.5%
-6.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +13.1% | -11.1% | -1.4% |
| 7D | -1.2% | +17.9% | -19.1% | -5.6% |
| 30D | +6.8% | +31.9% | -25.1% | -0.8% |
| 3M | +17.8% | +16.6% | +1.3% | +12.9% |
| 6M | +57.8% | +61.1% | -3.3% | +37.5% |
| YTD | -6.0% | +64.2% | -70.2% | -19.6% |
| 1Y | -13.5% | +85.2% | -98.8% | -29.0% |
| 3Y | -7.6% | +50.2% | -57.8% | -23.5% |
| All | -30.4% | -23.5% | -6.9% | -30.8% |
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