-15.6%
WDAY vs SWKS
+3.5%
-19.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.5% |
| 7D | -4.0% | -2.7% | -1.2% | -3.7% |
| 30D | +1.9% | +8.5% | -6.5% | +0.7% |
| 3M | +5.9% | +17.3% | -11.4% | +2.5% |
| 6M | +48.8% | +25.1% | +23.7% | +40.3% |
| YTD | -11.4% | +33.3% | -44.8% | -18.2% |
| 1Y | -15.5% | +22.9% | -38.4% | -20.5% |
| 3Y | -15.6% | +5.5% | -21.2% | -30.0% |
| All | -15.6% | +3.5% | -19.1% | -30.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling