+314.5%
WDAY vs SWK
+137.4%
+177.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +13.1% | -11.1% | -2.7% |
| 7D | -1.2% | +17.9% | -19.1% | -7.2% |
| 30D | +6.8% | +31.9% | -25.1% | -3.7% |
| 3M | +17.8% | +16.6% | +1.3% | +10.9% |
| 6M | +57.8% | +61.1% | -3.3% | +30.4% |
| YTD | -6.0% | +64.2% | -70.2% | -24.3% |
| 1Y | -13.5% | +85.2% | -98.8% | -33.8% |
| 3Y | -7.6% | +50.2% | -57.8% | -27.8% |
| 5Y | -30.5% | -22.8% | -7.7% | -30.0% |
| 10Y | +143.9% | +35.8% | +108.1% | +66.9% |
| All | +314.5% | +137.4% | +177.1% | +145.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling