+1,254.4%
AAPL vs WDAY
+114.2%
+1,140.2%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.5% | +4.1% | +3.7% |
| 7D | -0.5% | -10.5% | +10.1% | +3.1% |
| 30D | +7.1% | +2.1% | +5.0% | +5.5% |
| 3M | +12.1% | +34.6% | -22.5% | -0.3% |
| 6M | +25.4% | +29.9% | -4.5% | +10.8% |
| YTD | +20.5% | -13.8% | +34.3% | +22.2% |
| 1Y | +44.5% | -18.3% | +62.8% | +48.6% |
| 3Y | +85.8% | -26.2% | +111.9% | +91.4% |
| 5Y | +124.8% | -30.8% | +155.6% | +127.7% |
| All | +1,254.4% | +114.2% | +1,140.2% | +851.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WDAY.
Daily Out/Under-Performance
Portfolio return minus WDAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WDAY 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 10y: compounded portfolio wealth divided by compounded WDAY 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…
10y analysis · Full analysis span regression · 6 months rolling