-15.6%
WDAY vs SWKS
+33.5%
-49.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.7% | -3.0% | -0.2% |
| 7D | -4.8% | +10.9% | -15.6% | -4.6% |
| 30D | +2.5% | +17.6% | -15.1% | +2.6% |
| 3M | +8.8% | +29.2% | -20.4% | +9.0% |
| 6M | +60.7% | +37.0% | +23.8% | +58.1% |
| YTD | -11.2% | +44.9% | -56.2% | -13.2% |
| 1Y | -15.6% | +33.8% | -49.4% | -16.6% |
| All | -15.6% | +33.5% | -49.1% | -16.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling