+1,361.6%
AAPL vs WDAY
+129.5%
+1,232.1%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.1% | 0.0% |
| 7D | +3.2% | -4.8% | +8.0% | +4.8% |
| 30D | +4.1% | +2.5% | +1.6% | +3.0% |
| 3M | +17.5% | +8.8% | +8.7% | +13.0% |
| 6M | +20.6% | +60.7% | -40.1% | -0.3% |
| YTD | +31.0% | -11.2% | +42.2% | +31.1% |
| 1Y | +30.2% | -15.6% | +45.8% | +32.4% |
| 3Y | +92.9% | -17.1% | +110.0% | +90.3% |
| 5Y | +142.4% | -35.7% | +178.1% | +152.2% |
| All | +1,361.6% | +129.5% | +1,232.1% | +912.2% |
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