-30.9%
WDAY vs SYK
+3.4%
-34.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.4% | +0.5% |
| 7D | -10.5% | -12.3% | +1.8% | -4.0% |
| 30D | +2.1% | -22.4% | +24.6% | +16.9% |
| 3M | +34.6% | -12.3% | +47.0% | +44.2% |
| 6M | +29.9% | -24.3% | +54.2% | +49.8% |
| YTD | -13.8% | -22.8% | +8.9% | -2.3% |
| 1Y | -18.3% | -28.8% | +10.5% | -3.0% |
| 3Y | -26.2% | -4.0% | -22.2% | -29.2% |
| All | -30.9% | +3.4% | -34.3% | -41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SYK.
Daily Out/Under-Performance
Portfolio return minus SYK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYK 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 5y: compounded portfolio wealth divided by compounded SYK 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…
5y analysis · Full analysis span regression · 6 months rolling