+302.1%
WDAY vs SYY
+271.8%
+30.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.3% | -4.1% | -4.9% |
| 7D | -4.4% | -2.3% | -2.1% | -3.6% |
| 30D | +14.7% | -4.9% | +19.7% | +16.7% |
| 3M | +32.4% | +8.4% | +24.0% | +28.7% |
| 6M | +36.9% | -7.4% | +44.2% | +38.9% |
| YTD | -8.8% | +11.0% | -19.8% | -14.1% |
| 1Y | -15.3% | -0.2% | -15.1% | -17.1% |
| 3Y | -21.2% | +23.8% | -45.0% | -30.1% |
| 5Y | -29.5% | +18.1% | -47.6% | -36.3% |
| 10Y | +120.0% | +94.6% | +25.4% | +46.4% |
| All | +302.1% | +271.8% | +30.3% | +115.1% |
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