+303.5%
WDAY vs SYY
+260.7%
+42.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.1% | +1.9% | +2.7% |
| 7D | +1.8% | +0.3% | +1.5% | +1.7% |
| 30D | +4.1% | -4.8% | +8.8% | +5.5% |
| 3M | -4.8% | -7.1% | +2.2% | -2.7% |
| 6M | +68.6% | +6.8% | +61.8% | +63.9% |
| YTD | -8.5% | +7.7% | -16.2% | -13.3% |
| 1Y | -12.1% | +5.7% | -17.8% | -16.1% |
| 3Y | -13.2% | +24.6% | -37.7% | -23.4% |
| 5Y | -33.7% | +15.6% | -49.4% | -39.7% |
| 10Y | +137.4% | +87.9% | +49.5% | +59.6% |
| All | +303.5% | +260.7% | +42.8% | +117.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling