-31.1%
WDAY vs SYY
+22.4%
-53.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -0.8% |
| 7D | -7.4% | -0.2% | -7.1% | -7.3% |
| 30D | +1.0% | -2.7% | +3.8% | +1.8% |
| 3M | +32.7% | +5.9% | +26.8% | +30.4% |
| 6M | +25.6% | -2.3% | +27.9% | +25.8% |
| YTD | -13.4% | +13.1% | -26.5% | -19.3% |
| 1Y | -19.4% | +3.8% | -23.1% | -22.0% |
| 3Y | -25.8% | +26.7% | -52.5% | -37.0% |
| 5Y | -31.1% | +19.4% | -50.5% | -39.7% |
| All | -31.1% | +22.4% | -53.5% | -39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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