-7.6%
WDAY vs SWKS
+0.2%
-7.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.9% | +4.9% | +2.4% |
| 7D | -1.2% | -4.9% | +3.7% | -0.6% |
| 30D | +6.8% | -1.2% | +8.0% | +6.9% |
| 3M | +17.8% | +24.2% | -6.3% | +13.1% |
| 6M | +57.8% | +21.5% | +36.3% | +49.8% |
| YTD | -6.0% | +33.5% | -39.5% | -13.1% |
| 1Y | -13.5% | +18.9% | -32.5% | -18.0% |
| All | -7.6% | +0.2% | -7.8% | -18.8% |
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