+117.3%
WDAY vs SWKS
+23.7%
+93.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +3.5% | -8.9% | -6.7% |
| 7D | -4.4% | +12.5% | -16.9% | -8.8% |
| 30D | +14.7% | +10.5% | +4.2% | +10.1% |
| 3M | +32.4% | -7.4% | +39.8% | +34.2% |
| 6M | +36.9% | +32.7% | +4.2% | +16.8% |
| YTD | -8.8% | +19.2% | -28.0% | -19.4% |
| 1Y | -15.3% | +2.4% | -17.7% | -20.7% |
| 3Y | -21.2% | -25.6% | +4.4% | -21.4% |
| 5Y | -29.5% | -53.4% | +23.9% | -14.3% |
| All | +117.3% | +23.7% | +93.6% | +61.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 10y: compounded portfolio wealth divided by compounded SWKS 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…
10y analysis · Full analysis span regression · 6 months rolling